Never underestimate the resourcefulness of theives. Rule of thumb - if you can't afford to replace the item, or you have personal information you don't want a stranger to have, try and keep it at home, or at work. If you don't have time to do that, then stash your workbag in your trunk before you leave your home or office; don't put it in the trunk once you've parked at the gym. Thieves watch people parking their cars, to see if they have anything worth nabbing.
I used to work at a gym, and (in addition to cars periodically being broken into), we had a regular series of locker break-ins during regular busy daytime hours. Our new manager figured out the emergency door alarm at the back of the club had been disabled and the lock jimmied. Someone also broke into the computer/tech room during regular business hours, in plain sight, albeit, out of the line of sight of the desk and the patrons.
Always hang onto your car keys, if you have automatic keys. I had a friend who misplaced her keys at the gym, found them tossed in a corner, and went outside to find her purse had been removed from her trunk.
Aaaaand... you can't rely on your car's alarm. My car was broken into, and the person(s) left no trace. He/she/they scooped out some chargers and the GPS I had concealed in the center console. The garage where I park my car is staffed until midnight 7 days/week, and there is only one pedestrian door open after 9pm every day. You have to have an automatic key to get in after hours. We think the thief used one of those balloon tools that locksmiths use to pop open car locks when someone locks their key inside. Even if my car alarm went off, a thief could have walked away, let it reset itself after a few minutes and then gone back to scoop up stuff.
My point is: be circumspect and cautious.
