At our gym it's apparently not uncommon for shoes to be stolen from underneath lockers, so I've never left mine out. I learned my lesson many years ago after leaving a coat out that had badges all over it from my travels on a student exchange scheme. They included some which were given to me by my host mother and were therefore very precious to me. I tried putting notices up but obviously the thief didn't have enough of a conscience. For some people I guess the opportunity is just too tempting. I did spend years looking for the badges on people though!