For guys like me who have their kit in the car, a tip which might come in useful.
I used to be a rifle shooter and we used to lock our rifles into the boot whilst travelling (even though the car was never unattended) and the kit we used works equally for camera bags.
I use a laptop security kit, it comes with a long toughened steel cable with a loop on one end. I hook it under the boot carpet, through the spare wheel and back through itself so there is now a flying lead with a loop coming out from under the carpet. Put that around your camera bag and pop a decent padlock on the end and you have a greater degree of security.
It is not infallable of course, a crim could do one of the following:
1) Remove the camera from their bag, the zips are not locked, even if they were they could slash the fabric
2) Cut the bag to remove it
3) Take the whole lot, spare wheel included
But these are unlikely given that on the whole you're trying to protect against opportunists who've broken into your car anyway and when opening the boot see your camera bag there. Given that the alarm will be going off and they're going to work quickly and be away it just might help, for an outlay of £30 or so.