The first line of "defense" is to use a trailer coupler lock. Two types: Those that insert inside the coupler from underneith with some kind bar over the top of the coupler, or a pin that goes through the lift handle.
Click here for samples.The second line of defense (but I've not seen anyone actually do this) is to put a chain and padlock through one of the wheels.
The third line of protection is to have your stabilizer jacks down, which you will do anyway.
And the 4th line of protection is to deploy the slide-outs.
Each of these things make it difficult for someone to just back-up, hitch and go. A thief want's convenience.
But, trailer theft is so rare, I doubt you'll have anything to worry about. If anything will get stolen, it will be the electric cord you plug into shore power with, or it will be the propane tanks.
If you simply park a trailer in a parking lot, all buttoned up, just sitting there, it's very easy for anyone to just back up, hitch, and go. But, in an established campground??? I've never heard of something like this happening.
If you are renting a trailer, then you want a renters insurance on it in the event of damage or theft. The rental company often provides this and it will cost you. It's a scam in my opinion, but if something did happen to the trailer, it would be well worth it. That's why is called gambling ... oops, sorry ... I mean "insurance."
Unless you are leaving the camper in remote areas, standing all alone somewhere, you'll have no problem most likely. Campgrounds are a different breed of people! But, things do sometimes happen.
I wouldn't worry about it. Get the lottery ticket ... oops, I did it again, I mean the insurance, and you'll be fine!