Two thoughts occur to me:
1. If you can, adopt @mammal‘s attitude about “material items” in general. Living alone in an environment that has been doing downhill slowly, I’ve found myself victimized by a relatively few bad apples when I don’t keep everything locked up tight. (Since I’m predictably away at work most of every weekday and I don’t want to live with everything under lock and key all the time, I’m somewhat vulnerable to some theft activity.) I also lost a lot of household goods in my move to this house eight years ago, and because I was slow to realize that I’ve had to live with the loss. If you don’t have too-close an attachment to your “stuff” you can shrug off some loss as inevitable and not let it get to you too much. But that’s difficult to do!
2. Learn who you can trust among your associates in the dorm, and cooperate with them to watch out for each other in a sort of Neighborhood Watch. Once you start talking with others and sharing trust, you’ll probably find out in short order who the bad actors are, or they’ll just go away as they notice the community look out for each other. The thing is that probably 90% or more of the people you come in contact with wouldn’t dream of stealing from you, so once you all start to find each other and talk and watch for each other, the problems diminish and the thieves go elsewhere.
But I still recall the first time I had anything of value stolen from my unlocked car, in my driveway, in the middle of the day once: it’s like a kick in the gut. The second thought after that was, “I’m glad they didn’t decide to try the door to the house.” (It was unlocked, too.)
The sad thing is that you will have to keep things under direct observation or lock them up more and more now, and that’s a pain.