When I use a pannier on errands I take it inside with me, but it goes on & off easily.

My trailer, I leave attached to the bike. At the grocery store I go to that is fine. I've often thought as I am locking up my bike but not the trailer that I'm glad I don't live in one of those places where the trailer would be gone, because mine is also easy-on-easy-off. I suppose I'd run a cable lock through a tire or something in those places.