It depends on the show, it's location, and the level of security, even though all shows I do state they are not liable for theft.
We have a big wooden lock box under the table and can fit our jewellery panels in there. For indoor shows, that's what we usually do, and throw cloths over the displays, as well as taking a few packed cases back to the hotel room. Bought a small fold-up trolley to make it easier to haul the cases back and forth each day. There are a couple of shows that I am more secure after years of experience and will leave most jewellery just under the cloths (except sterling).
For outdoor, we pack up and either take everything to the car, or the crafts lock up trailer (some shows provide this). Throw cloths on top of the tables, then clamp tarps on top of that in case the tent leaks over night (or is blown away), close up the walls of the tent with tarps and ball ties. Some people use zip ties, and cut them off every morning. Used to bring a huge metal trunk that would sit under the table, and pack all our displays and stock in there, and leave the locked trunk in the tent, since there was always some security milling about, and it would be a hassle to try to steal or break into the trunk.
I have left stock in the car a few times, but most of the time I bring the cases into the hotel and specifically book main floor rooms whenever possible.