We used to have a sound guy with a huge pitbull that he'd leave in the van with the gear. Never lost anything that way
I'm pretty vigilant about this stuff even now, I live in a relatively low crime area. I lock the van in between trips inside to pick up gear; sometimes the others razz me about it a bit as they pop open their car, leave it open and wander inside t pick up gear, leave it open in between trips too. Doesn't work for me.
Smash and grabs are a pain in the butt. Do you lock the doors and then pay for a broken window and the stolen gear? I try to do a single trip for load in or save the heavy cabs for the second trip. They're less likely to be stolen.
So: keep an eye on your bandmates!