No never myself, but my wife who is still a JW goes to a KH where they lock the doors during meetings. When I was attendant, we used to do a parking lot walk. Car theft was a concern.
I know some congregations in Memphis, TN where I grew up had high fences surrounding the whole property and the gates were locked when meetings were not going on. I suppose they had vandals come through at times, because no money is ever left at the KH, or at least it is not supposed to be left there. Maybe someone could come in after the sound equipment. My grandmother and cousins attended an inner city congregation in Memphis. They told me that one day some one walked into the hall, walked onto the stage sat down in a chair on the stage, and started absentmindely saying "Asaloma naka my brother" for everyone to hear. I don't know the correct spelling (or even the correct pronunciation), but if you're familiar with that Muslim greeting you know what I mean. He wasn't dangerous, but he did have to be removed. There are legitimate safety concerns at times.