The only time I worry about this is in Yosemite, within a day's hike of the Happy Isles trailhead - I've heard stories of people's tents being stolen. But Yosemite is a special case - EVERYONE goes there, the mist trail and Little Yosemite Valley are easily the most populated trail in the park, and even in other areas of the same park I'm comfortable leaving gear in camp and have not seen any of mine stolen. The trailhead and the road leading to it are the more risky places to be.