Mostly vehicle theft. As everyone should know, there has been some major "problems" on top of Skyline Drive with theft.
I once had my windsheild smashed, someone had thrown a large rock though it.I was parked in a pull off, on a road in a "locals" only area over by Stag Hill. I feel it happened because I was not a "local". It seem to work, I have not been back since.
As a responsible MTB'r, I am always concerned about parking in designated areas. Blocking an access gate, parking on private property or in an "unsafe zone" is just not cool.
I hear you, my buddy got his car broken into at Skyline last year. Its not fun. That really sucks about the windshield.
For this place I'd say you're ok at that gate at least for the time being... if you don't want to take any chances you could park at Greenwood Lake Aiport which about 1/10 of a mile from the gate. There's enough people milling about that I don't think anyone will bother you there, either break ins or rocks through the windshield.