In 2003, the FBI put out a bulletin about a group of burglars stealing credit cards from lockers of health-club members on the East Coast. Since then, there's been no similar FBI bulletin, but that doesn't mean your valuables are safe at the gym. You never know who's lurking around the locker room while you're sweating away on the elliptical machine. "For so many people, the health club is like a community," says IHRSA spokesperson Brooke Correia. "You feel very comfortable, but there are situations where potential thieves will break into the club and take advantage of that safe atmosphere." Ben Osbun tried to end 2004 on a healthy note by working out at his local YMCA on New Year's Eve. But the day quickly soured. When the Chicago real estate agent returned to his locker, he found that the padlock had been cut and his cell phone, keys and wallet were missing. Only his jacket was left behind; the thieves showed him some mercy since it was December, Osbun says. He adds that the gym staff wasn't particularly surprised by the incident because petty theft is common in health clubs. Osbun learned his lesson; he now brings very little with him to the gym. If you do intend to store items in a locker while you're working out, IHRSA recommends using a padlock with a key, which is harder to pick than a combination lock. That wouldn't have helped Osbun any, of course.