I've had my truck broken into twice, once at the restaurant across from the Run, the second at Monument Beach. Oddly, it's never happened to me here on Long Island
Saltheart, Scott Branco and I had a memorable encounter with a couple of basically harmless drunks at the East End a few years back--the "designated driver" was the one who did all the talking and he was only half-way coherent
There are some places along the mainland side of the Canal where I'd be careful, but to be perfectly honest, driving home among the drunks on the road in the wee hours scares me more than anything else.
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