Just seen this thread and thought I'd share my story. Thirty-odd years ago, on an inter-rail trip with a friend. At a reasonable campsite in Brig, Switzerland, we had been there a couple of nights. It was quiet as it was towards the end of the summer season. In the evening we went off to wash up our dinner things, started walking back in the dark towards where we thought the tent was. No tent....
After walking round the camspite we returned to where we were convinced the tent was, to find a pile of our belongings that had been dumped out of the tent and someone had run off with the tent. They had left our sleeping bags and backpacks. Reported it to the police, who weren't particularly interested - they reckoned it was probably some locals just out for a laugh. We ended up spending the night sleeping on the floor of the washrooms and the tent was never found!
I should say, other than that episode I've never had any other problem with security then camping.