I keep my valuables (passport, credit card, money) in the footbox of my sleeping bag at night.
I do NOT leave them if I go to the toilet or to the showers.
I have heard of shoes being stolen, so it DOES happen.
However it is rare.
I've also heard of trekking poles being stolen.
On my first Camino, in Pamplona, three young people left their valuables with a "nice pilgrim" they met on the way who was in their dorm. The girl said she'd watch their items while they showered. They returned to find the "nice pilgrim" gone along with all their cash, cameras, and credit cards. Their camino was over.
Also, just a tip. There is a scam going on at the gangplank, also in Pamplona. A kid on a bicycle hides while two nicely dressed local young people act like lovers. A pilgrim with a nice camera comes alone. They say, "Can we take your photo for you?" The camera is handed over and while they pose, the kid on the bike rides up, snatches the camera and it's gone. This is a pretty well-known technique. One of my walkers last Fall almost got caught in it. So ... I'd say take a little care who you hand your camera to.
But these things happen EVERYWHERE, not just on the Camino.
Just don't do anything you wouldn't do in a big city in your own country and you'll be fine.
Would you leave your expensive iPhone or iPad plugged in at the library untended while you went for food???
Your backpack and clothes are fine...but anything that I can't replace easily, I take along.