In New Zealand, like most countries vehicle theft is a problem. So it is wise to get an insurance policy that covers you against theft. Recently the most popular vehicles to be stolen are Toyota Hiace and Subaru Legacy station wagons. Although insurance is not mandatory. The insurance policies are very cheap so definitely worth taking one out.
Also do take unnecessary risks, remove valuable items if you are parking the vehicle in an unfamiliar area, or if you will be leaving the car or camper van in the same place for a few days. Thieves tend to target vehicles in the larger cities and in places like tramping track car parks, as they know the owners wont be returning to the vehicle for a long time. So use your common sense.