I had a generator and chainsaw stolen from my campsite a couple of years ago. I was camping alone with my oldest daughter so really I'm just thankful I didn't hear it happening in the middle of the night and do something stupid without thinking it through. Going forward I'm better about chaining up items of value or I put important stuff back in the camper. If somebody wants to steal some camp chairs, an ax, lantern, etc. so be it - I'm not going to pack up everything every time we leave or go to bed.
I do also have at least a pistol with a couple of extra mags with me in the camper just in case. Sometimes a rifle too. I'm not going to confront anybody but I'm going to be prepared to protect my family if need-be.