2:19 p.m. on October 7, 2010 (EDT)
The safety of your base camp depends on the location and the season. For all of my multiday treks in the woods and hills, I pack in to a location, set up camp, then each day climb a peak or route or do a day hike, often a loop. There is really no choice but to leave the tent, sleeping bag, cook gear, stove, etc. at the base camp. In 5+ decades of doing this on my own and a bit of time doing it with my parents, I have never had anything stolen. Thing is, the vast majority of people are honest, and they realize that taking stuff might well be life-threatening to their victim - plus they realize that if they take stuff, someone might take theirs in turn. There is more of a problem with critters getting in to take the food (a reason to use a bear canister even in "non-bear" country).
Having said that, in conversations with rangers, it turns out that there are a surprisingly large number of escaped felons and fugitives in the back country. For the most part, these people want to stay out of sight and avoid contact (they do not want to get caught). Sometimes they will get desperate for food and will take food from a campsite. But again, when they do, it is generally a fairly small amount - make it a nuisance rather than a major big deal that would prompt someone to call in the rangers. Still, I have been told that in some areas, the rangers will pick up a fugitive once or twice a month.
The problem of break-ins at trailheads is a different matter. Some areas are notorious for break-ins to cars. It seems to be somewhat seasonal and shift from place to place. It also seems to depend on the car - what's visible and even what stickers you have on your bumper or window. Some friends in the PNW have warned me that the AMGA sticker I had in the window of my car screamed "there is expensive climbing gear in this car - STEAL ME!" So avoid leaving gear visible or any big red flags that would tempt people. As mentioned earlier, leaving the car empty and unlocked says "Nothing here, just move along." On the other hand, it can make it easier to steal the battery (not common these days with so many different sizes and shapes of car batteries). My practice these days is to take only what I need for the trip and leave only the spare tire (one of those tiny "get you to a repair shop" spares), jack, tire iron, and chains (required in Calif, even with 4WD) actually in the car. Any electronic widgets (GPSR, MP3, ham radio) go into the back country with me (except that my ham radio license plates do scream "there might be an expensive ham radio setup in this car", even if there is no antenna on the car).
Still, I have never had a car break-in at a backcountry trailhead. Closest was at Quincy Quarries, a climbing area in the Boston Area. In that case, a gang went down the line of cars, breaking into each one and taking as much as they could stuff in their car that was driving down the line. When they got to my VW van, I had an alarm that went off. They were witnessed at that point dropping what they had in their hands, leaping into their car and speeding off. As we climbers gathered at the cars in response to the alarm, we found that they had gotten away with a lot of stuff, including one poor fellow's stereo system that he had with all his belongings (he was moving between apartments and had all his posessions in the car).
Don't be too paranoid. But just because you are paranoid doesn't mean there are no bad guys out to steal your stuff. Take sensible precautions. And I do agree - putting a lock on the tent zipper says "valuable stuff here - STEAL ME!"