As far as locking doors goes... I'm not fearful or anything of that ilk, but I still lock my doors every night. In fact, I'm SURE that I lock the door every night. However, we had a burglary (while we were asleep) once and the at the time we only had one entrance in the apartment (we were in a 1-bedroom basement apartment with no windows), so they had to have come in the door. The police said there was no evidence of any damage to the lock and there was a door chain that was unbroken. So, they were pretty sure that the door was unlocked and unchained. And thinking back at the time, I couldn't be POSITIVE that I locked it, even though I thought that I always did.
A similar situation is if you're sure if you brushed your teeth on a given day. Once every few years, I'll get to work and not be sure if I brushed my teeth or not. I assume that happens to just about everyone.
My point being that it can be something that you think you do every day, but still forget to do it on a rare occasion, perhaps never realizing that you forgot.
As far as my burglary goes, it wasn't anything too serious. They took a jacket, an umbrella, spent time going through our CDs (only taking about 10 out of 100), and ate some of the rice krispie treats that we made. The police got fingerprints off the rice krispie treat pan lid, but nothing came of it.