Several years ago Eric Whittle visited the NAMES show and displayed his V-8 engine. It happened to be on a stand right by the exit door. During the show they had a cable through all the models, but it was removed near the end of the show as people started to take their engines home. Someone grabbed the V8 as he went out the door.
Word was circulated widely and several months later the engine turned up and was returned to Eric, I believe unharmed. That is the only instance of a model being stolen that I am aware of in 25 years for shows, and it occurred during the show with the place full of people. It must have been a rather bold guy to grab it and walk out, but it was small enough to almost pocket.
I have been to a few UK shows and notice almost all stands have some form of alarm cable woven through the displays. That is unusual here. A major difference is that at our shows club stands are not common, most displays are by an individual and he is generally sitting right by his models. As people leave at the end of a day some will spread a cloth over their collection of models. Not very secure, but I suppose the idea is that if someone were rummaging around under a cloth others might notice. Even vendors will simply cover their tables with a cloth. These are seen for about an hour at the end of the day as people are leaving.