When I stay in hotels anywhere I keep my Passport if applicable, wallet, cash, keys in a small bag (like a shoe bag/CW style bag with a drawstring) and sleep with it by my side so in the event of any emergency that's all I would grab should I ever have needed to make a harp, sharp exit as well as keeping my shoes at the door. As a Scotsman (but as a proud Brit) as it has cash in it there's no way I would leave any money behind!

Otherwise I use a room safe whilst out during the day.

Once, years ago on the outbound I left my Son's Sony PSP in a side bin on the UD of a 747. Never ever found despite reporting it before immigration so it's worth checking side bins on aircraft where you might have one (A380) or even put a shoe in there!