Usual advice about serial numbers. Check your domestic insurance policies - you may find instruments are covered if not used for professional or semi-professional purposes.

I acquired a very cheap old caravan a while back and promptly dented it quite badly, as well as ripping out the internal cupbards to make guitar shelves, so it is most unappealing to thieves. But I only ever take the cheapest and most replaceable instruments camping. If you tow it with a Skoda (I did for a while) that is further deterrent to thieves. I have left a skoda unlocked all night in the middle of Chatham and the local scallies are too proud to nick them!

Caravans can be insured and probably decent ones will be.

More seriously, great sympathy, and a wish of a public birching for the thieves and the remval of their right hands without anasthetic (preferably by use of a mincer).

Also consider what Bishop Gundulf did for a recent weekend: take an off duty security guard and leave him minding the camp.