We actually perform in a loft above the stage. It's locked, and most of the other personnel in the theatre have never been in it, let alone know how to get in.
It's not a perfect scenario, any more than a locker is.
FWIW, if you really wanted to steal something valuable in the loft, you'd be far smarter to swipe the twenty or so Neumann mics that are left in position 24/7. Better return, harder to trace, and much easier to sneak out.