I have never had an out-of-the-house theft. I realize that some of my luck is just statistical. OTOH, as a long ago Boy Scout (and sailor) "Be Prepared" are two of the best words, best advice, one can carry through life. Here's Tom Lehr singing about it, ca. 1960. Funniest guy ever, a math professor in real life.
Seriously, every time I've every been tempted to leave gear, not just cameras, in the car, I ask myself am I prepared to suffer both the financial loss and the annoyance of replacing. My answer is always, "No." Especially since most cars can be locked with a click of a remote. And, if I'm not within ten feet, sight unencumbered, and no one nearby, I always remove my keys.
If you can avoid it, don't flash your gear. Put it in a case or backpack, at least people won't know what you are carrying or if its high value or junk. Put your "Look at me, I am a real photographer because I have expensive pro equipment and you can be jealous," ego aside.
Be aware of your surroundings. Always. Pretend you are a soldier, a detective, or a long ago primitive man (or woman!).
Project confidence and strength. Granted, it's easier for me as a large man than many others, but many victims literally ask for it by their posture and demeanor.
Are you aware of PacSafe products?
Pacsafe Anti-Theft Travel Bags and Travel Accessories | Pacsafe Many dozens of products based on their stainless steel (hard to cut than ordinary steel) mesh and locking abilities. I have used their largest Exomesh product a number of times when I've traveled on a bus or when in Mexico. Big enough to encompass a huge piece of luggage. Lock it to the steel frame of your bed or similar target when you leave the room. You can lock it with a TSA keyed lock and put it on an airplane. Keeps the luggage handler riff raff out.
I also travel with a large can of strong pepper spray and a big knife in my driver's side door pocket and take them with me into Mexico. I'm not afraid of owning a gun, but I know what the statistics are, to say nothing about traveling with one, especially internationally.
But the bottom line remains, "Be Prepared!"