I've had my SMB broken into 3 times.
The first time they smashed the passenger window while parked across the street from my home around 6 or 7 AM. The glass break / motion sensor on my Viper alarm went off, tripping the siren and my two way remote. They were gone by the time I got to the window, maybe 30 seconds. There were no seen or heard cars so thief must have been on foot. Nothing missing but I had to go get a new window.
The second time was about 4 AM while parked at GF's apartment. I woke up to my two way remote beeping and then heard a car take off quickly. When I went outside I found the thief had jammed a screwdriver just underneath the key slot of the side door and pried it open (this is a common technique on Ford vans.) The door was left wide open but nothing was missing. I had to have the keyway (bodywork) repaired.
The third time I was coming out of a shopping mall, while on vacation with an ex-GF, to see the van brake lights "mysteriously" on and then watched the reverse lights come on as the bad guy was attempting to drive my van away. The thief didn't get any further than that. The clumsy perp fell down a few times, then spent some time in the hospital, rehab and jail. Oh, plus HIS car was impounded and inventoried for evidence -- and he was charged with additional break-ins to other vehicles, a few days after he made bail on my case. Back to jail for round 2!
How did he manage to steal the van? He jammed a screwdriver into the keyway of the rear doors and then found a spare key/remote inside the van. It turns out my ex GF had left the spare key/remote that I gave her to carry in case of emergency, while we were on vacation, on the floor between the front seats of the van because she didn't feel like carrying it.
Note that she is an EX girlfriend....
This was all in the first ~5 years I owned the van.
I thought about putting security film on the windows, jimmy jammers on the door locks and various other devices. In the end, I still have my remote start/Viper alarm system that works very well but I did add a hidden kill switch that I use SOMETIMES... No matter how much security you add, a truly determined thief will always win, if it means he has to come with a tow truck and then park the van in a steel building so GPS tracking wont work (yes, this is a known technique.)
In the end? I moved out of NYC and haven't had a problem since.