I know that it HAS happened to some people. I believe someone tried to swip Othar's rocket from her JP a couple times at a con (Correct me if I'm wrong Othar, I thought I saw you post about that on HV&M). Now, It's never happened to me, but if you going to keep a prop in a very exposed setting then it's wise to err on the side of caution.
I've been to 2 majors and one minor con and it's never happened to me either, but I also take steps to ensure it won't happen. It can get crowded very easily, people are all around you, you get bumped into alot. Just don't wanna see someones work get trashed by some ******* punk at a con.
Not disrespecting your opinion at all Andy, just saying if your exposing props then atleast make sure that they are safe.