The only things we have had stolen were while parked at the storage yard. Someone yanked open a storage bin and stole an empty laundry basket -- really odd because about $200 worth of tools were right next to it and untouched. Another time someone took a full propane bottle and carefully hooked up an empty one to hide his theft (bypassed the chain lock by unscrewing the entire mount mechanism). I did not discover the theft until setting up camp at next use and noticed a different collar pattern on the bottle.
We lock up any valuables when we leave camp -- cable locked to the frame, and throw a camo tarp over the gear so at least no bright colors attract eyes driving by. One time we returned to our boondocking site with two sets of fresh footprints around the rig but nothing touched.