Robbery seems to be something that happens to someone else. It isn't limited to any specific part of the world, just happens a bit more often in some places. If you see its a poor area with shanty towns, (or every car has accident damage but yours) its a great place to lose your stuff.
I must credit those who have shared their stories, as often people are to embarrassed to report it.
I have been in Law Enforcement long ago and although not robbed, have lost my wallet I slipped out of my pocket in cars or buses) twice and suckered into some tourist scams, bribes etc around the world. A few friends have had similar experiences. My losses have almost always been from personal carelessness or lack of sleep and always covered by my homeowners insurance.
I now either use a small travel wallet or no wallet at all. I keep an extra credit card hidden in my wallet. I set my luggage zippers in the same way every time to more easily discover if they have been tampered with. I keep my passport and a backup with me. I have photos of my passport on my camera at all times and keep copies of my blue passport in my luggage. ( this can save you a full day or more in replacing them) I also keep PDFs of my passport and travel documents in email and on my PDA. Hide my red (government employee) one and keep my blue one with me everywhere I go.
Unfortunately, I rarely use a safe. I often find them a bit complicated (all of them are different) and figure that if the hotel staff can easily enter the room to steal,(with poor security) the safe isn't much more secure. But I would suggest folks use a safe if available.
Make sure the front desk and any hotel staff know who you are. You don't need to tell them where you are from all the time. (targets you, though the front desk will know) But you can say hello and chit chat about other stuff. You will learn something as well and you will get better service from them. Security and door staff can be good to know. (tip your hotel service staff every time)
There is no tried and true recipe to keeping your valuables or vehicles safe. If someone wants what you have, there is always a determined method to relieve you of them.
I can recount a few firsthand stories in cities of gypsies in Italy and France. Women often value their designer handbag than their belongings, but leave the designer stuff at home. Only use expensive designer luggage if you can afford to lose what is inside, as its an invitation to theft both in the airport and at the hotel. Several others I know who only lost their passports in hotel robberies.
With cars, we tend to park away from people to avoid door dings at home or under a light pole away from others. Never leave valuables in plain view. Turn your steering wheel to lock prior to removing the key. (yes they do that without a club and makes them harder to hot wire or tow) Even laptops in trunks are susceptible with cheap scanners that can detect the battery.
For hotels, observing the actual security in place can help, but for occupied rooms.., very inexpensive and compact alarms can be found at Radio shack and other places.
I like to test hotel security by actually leaving some money in the open to see if its present on my return.
Typically, tips for the cleaning lady are only taken when left partially under the phone.
Register with your Embassy. (travel.state.gov) Kidnapping and great diving countries seem to go hand in hand. (though I never heard of a kidnapped diver) Make sure friends at home have your travel info and will notice you late or missing.
Hide your hot new color camera mobile in your pocket or under a shirt or jacket. They don't carry those 5 year old box phones cause they can afford new ones. Also, dialing 911 on your mobile overseas doesn't do anything.
Hope someone learns something, as others have taught me a little.