I carry a lightweight cable and combination lock but don't always lock up the bike.

I've been fortunate and only things ever stolen on tour were a rear blinkie light in the Yukon Territory and a bicycle bell in India. I did have an (unlocked) bike stolen when not on tour in Ft Collins Colorado.

My riding partner had a bike pump stolen in Russia. On our supported ride TDA trip, two bikes were stolen in Tanzania and our toilet tent stolen in Kenya. The bikes were recovered but toilet tent was not.