It's generally O.K. to leave things unlocked where I live. Only about 300 homes here and we're very much off the beaten track. I lock up when venturing into the larger towns 15 to 20 miles away though.
I guess I'm pretty lucky, as I've never had any trouble. Thefts of items from vehicles (& the vehicles themselves) has reached epidemic proportions in our big cities. Apparently England has the highest rate of such thefts in the Western World. My brother still lives in London, and down there now if it isn't locked or nailed down, it will disappear in two minutes flat.