I've heard of people losing their bikes on tour, but haven't had it happen to me.

When I was riding in Italy years ago, on occasion I'd bring the bike into the tent with me.

Lately I've been locking my bike to a tent pole. Perhaps not the most secure thing to attach to, but I felt that I would notice if someone messed with my tent pole.

If you're traveling in a group, then perhaps share bike watch duties. Solo, perhaps a lighter than normal bike lock.