Dude....ALWAYS lock the doors in NJ/NY. I have driven rentals there many times. Union City, Jersey City, East Orange. Why this guy rolled the window down, nobody knows. Inside job.
Yes, I can relate. I live in a bad neighborhood, too. A real bad one. In fact, getting my car stolen and being punched in the face would probably be a good day. I make sure the vehicle is locked, the armor plating is at least at B level, my flak jacket is securely fastened at the sides and that the drivers are armed to the teeth.
;-)