For example, although we certainly would not recommend doing so yourself we have often seen cars parked outside supermarkets in small towns in both the USA and Canada with their windows down and the keys left in the ignition.

No doubt there are areas of big cities where without local knowledge you could encounter serious trouble, but in small towns and out in the country the risk level is very low. You sometimes see people, presumably unemployed, "hanging around" but unlike in Britain you don't encounter beggars.