I used to live and work in NY City, the car thieves there are incredible. They are the Einstein of car thieves. I could write a book about those guys, but don't have the space or the time here.....
But I will say this: only 2 things will keep your car from disappearing in a real tough place like NY City: CarGard and LoJack.
CarGard is a steel locking collar that goes around your steering column. Only a Blowtorch will get it off. In quite a few cases, the professional thieves did manage to burn/cut the CarGard off, but the steering column and the ignition switch was so badly burned, they could not start the car. The next day, the car was found in exactly the same spot the owner parked it. Car badly damaged, but owner still had his ride!!!!!
If the thieves come with a Flatbed Truck, even Cargard can't help you. That's where the LoJack comes in. In NY and NJ, because of LoJack, thieves park it in some side street or supermart lot and observe their stolen car for a few days to make sure it is not equipped with LoJack.
And, oh-- the 3rd "Sure Thing:" Buy a Ford. In 30 years of driving, my family has never managed to lose a Ford through theft.