Equipment has been known to be stolen from some sites, mostly commercial ones, but it rarely happens. As somebody already mentioned, caravanners generally look out for each other, especially so on CL's (5-van sites), which by their smaller nature, tend to be more friendly, with caravanners chatting with one another, probably much more than they would on a big site.
But, you can never be too careful and it is a good idea to mark things such as Aquarolls, waste containers, hook-up leads, etc., using a marker pen, with something that is unique to you, which you can identify (but do not use your address or postcode!). Someone did once report that they had their new electric hook-up lead unplugged on site and replaced with an old one, so there are scumbags out there and it pays to do a simple thing like this, which may deter someone and would make it easier to spot if someone was using your equipment on site.