Like many other countries in the world, people steal... Make sure that your car is locked at night and nothing is left in the car that somone might want, like a cell phone or cd's. If you must leave it in the car, lock it in the trunk out of view.
Some bars in Red Deer are more violent than others. Generally stay away from the older hotels within 2 blocks of the junction of Ross Street and Gaetz. Unless of course you are a member of the Harley Davidson crowd or are looking to buy some illicit drugs.
WARNING- WHEN IN THE BANFF AREA BE PREPARED TO DODGE WANDERING ELK!! They are all over the place, walking around downtown, around the Banff Springs Hotel, and then of course is the woods.