I always find it amusing when we have consultants over from the USA or Europe (at my day-job, that is), and they don't bother to lock up their laptops when leaving their desks. I'm always having to warn them to lock up, and, without fail, I get a quizzical look in return and the question, "Why, do you think someone would take it?". While the folk working in our offices are perfectly trustworthy, we have many random people in and out, and laptops and cell phones have been known to go missing. They're so easy to steal and sell!
I'm interested to know if you experience the same kind of trouble wherever it is that you work.