First - check the show info. Do they offer any night security? Even if they do, pretty much every show says they are not responsible for theft. A few shows even offer a crafts lock up area, for example a cargo container. Crafts people pack up their stock and wheel it over to the lock up for overnight, then pick it up in the morning and put out again.
When it comes to precious metal jewellery, most jewellers I know pack up their stock every night at outdoor shows.
We have a large wooden lock-box (with a padlock), but used to use a large metal trunk. It sits under one of our tables, on top of a tarp. At the end of the night, we take our jewellery boards and frames and stack them in the box. We also pack up some jewellery into cases and take those home (or to the hotel).
Sheets are thrown on top of the tables (to absorb moisture), then tarps (in case the tent leaks or blows away). We use spring clamps to clamp the tarps to the table. Then we close our tent. We just use ball ties, but some people use zip ties that they cut off each morning. Sometimes we will lower the tent down, to make it difficult to get in, as well as in case of strong winds overnight.
Because of the possibility of rain flooding the ground of our spot (it has happened 2x in the last 2 years) I am careful about leaving any containers or cases on the ground. If these aren't waterproof, then I put them in plastic garbage bags. ,