Grew up in smalltown/rural Kansas (middle of nowhere!), and you bet we locked our doors at night & when we left the house! Not when we were at home during the day however.
This happened about a 3 hour drive away from where we lived, about 6 years before I was born & people remembered it -- Truman Capote's
In Cold Blood was based on it.
We didn't have anything worth stealing, however, and in her later years - my mom (by then living there alone) was infamous for locking herself out of the house as her wits started leaving her... Which meant friends & neighbours got to be topnotch at helping her break into her own house, and one time she just bashed in a window with her cane & ending up badly cutting herself on the broken glass.
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Whenever I've lived in cities, I always locked my doors - here or there. And I keep my front door locked here (we live on a high street) but if I'm on the ground floor & the weather's pleasant, I often leave the door to the back garden propped open, otherwise it's locked.