I live on the north shore of Montreal, Quebec. Although we are just outside a major urban centre, we rarely lock our doors when we are at home. The front door is usually locked, but in back is a patio door with one of those levers you can just pull up if it is not locked.
We will lock our doors if the family is going out, and our car doors are always locked now, as I was told you can be fined in most areas if you leave a car unattended and the doors unlocked. But the neighbours here all look out for one another, and we are not in a zone of high criminal activity.
For the record, we have been here since 1981 and in all that time, we have had one car break-in and one window smashed as if they were robbing the place but nothing in the house taken. Maybe we have been lucky.
They do have an interesting show on TV right now here called "It Takes a Thief". Two former burglars work with home-owners to show them how easy it is to break into their house, and then help them make the place more secure. I recommend anyone worried about break-ins to watch that show and see how easy it is to get in your home and what you can do to help prevent it or make the burglars want to go elsewhere.