At the airport
Airports aren't as sterile and safe as you may think. While gun-toting security guards wander the halls in search of Al-Qaeda types, there are conniving thieves operating in relative anonymity. The most unfortunate news is that plenty of theft goes on behind the scenes, where you have no control. The best you can do is try to keep irreplaceable items with you and always travel with insurance.
Ironically, it's at the security gates that your expensive gadgets might go missing. Be sure not to place your laptop, phone, and other expensive items on the X-ray machine until you're almost about to pass through the metal detectors. If possible, also keep an eye on your belongings as they go through, and make sure that the person ahead of you doesn't take off with them.
When waiting for your flight to be called, make sure your laptop bag and other belongings are with you at all times. It only takes the briefest of moments for someone to snatch them. Thieves also employ tactics to distract you, while another person takes your bag when you're looking the other way. Loop the bag strap around your leg or arm while you're seated, so you'll feel a tug if someone does attempt to steal it.
Another aspect to be wary of, even if it seems highly unlikely to the average person, is that your laptop may be subjected to an airport security search. Countries like the US allow searches of internationals without warrant. If your data is precious, then it's worth the effort to encrypt and protect it.