There are reports on the CTC forum of London bike thieves carrying 4, 5 & 6mm allen keys and stripping every component they can off a bike, leaving the double locked frame and wheels behind. There are various security fasteners offered to
deter this. MKS has an entire cornucopia of removable pedals. Dahon offers their proprietary pattern Quick Draw pedals.
Of course here in the modern era we have lock picking enthusiasts offering tutorials and specialized bike lock picking tools online.
You can always fold your bike up and take it with you.
That's super common if a bike is left overnight (not during the day.)
Most people change out stuff for security locks or pour adhesive in so that it can be scraped away later if need be just to prevent common tools from stripping a bike.