I ride a sport-bike. Sometimes I lock it under my pillion seat, sometimes I carry it in with me. If I’m on a group ride, I usually just place it on the ground next to my bike or nestle it in-between the handlebars. Nobody is going to touch a helmet among a bunch of parked bikes.
I just hang my vest over the headlight & bars, Not even teenagers have been stupid nuff to mess with anything. < VEG >
I keep a thin cable lock on the bike at all times, and lock my helmet to the sissy bar when I want to leave it behind.
If I’m just ducking inside some place quick (and in a reasonably safe location) I don’t bother with the lock, and just put it on a mirror.
To some extent one can leverage the bad reputation of motorcyclists – is it worth the risk of snagging a helmet if you think the owner will kick the shit out of you if you get caught? 
Heh, yeah, I used to do this. I’m short and very unthreatening, but people think twice about fucking with bikers. Even harmless ones.
That’s what I figure…who messes with motorcycles?
OTOH, last summer I was asking my friend why there was a foot print on the passenger seat of his Harley (big bad ElectraGlide or Ultra Classic). He said that it was in a parking lot and some kid or teen or something was trying to sit on it and didn’t quite swing their foot over it. Luckily he’s nice enough that he just shooed them away, but he’s intimidating enough (looking) that I’m sure the kid wasn’t happy to see him walking over and have his foot stuck half way over the bike.
Mine has a lock next to the seat. But the saddlebags block it so the helmet usually goes into the saddlebag or sometimes I’ll just take it in with me if I’m at a store or restaurant.
I store it under the seat, room enough for 2.
If not in my top case, I use a carabiner to lock it to one of the luggage rack handles on my bike.
Looks like this on my bike:
I take mine with me. Some bikes have hard luggage that will fit a bike, or else under the seat. They also make backpacks with a helmet compartment. Used to have one of those and it was quite convenient.
I would never trust the helmet lock on the bike (not even sure my BMW F800GS has one)–too easy to cut through the strap or to mess with the helmet, especially since mine is a bit conspicuous (bright highlighter yellow pattern).
I either secure it / lock it, or take it with me.
Once, years ago, I pulled up to a parking spot and saw a Harley parked, with a half-helmet hanging from the handle bar and a pair of gloves inside it. I was just starting to ride and thought, cool, we can do that? When I walked out, the Harley was gone, and my gloves were gone. I’m certain the rider took them, the fucker. That was in the mid-1980s, at the California DMV in Pleasanton. I’ve never done that, ever again.
I still remember that.
A lot depends on where and when and related questions. Sometimes I simply hang it from the handlebars or over the sissy bar if its a fairly safe and well traveled area. Sometimes I’ll tote it along with me. But a lot of times I’ll ask someone to stash it for me; especially at amusement parks and places like that. I figure if you mark a door “guests services” i’m willing to see if helmet guarding is one of those services.
Just about every bike has a helmet lock, but I use it as a last resort. Helmets are pricey and people screw with your stuff if you’re not around - at the store I take it in with me, at work it goes in a drawer, etc.
At work I definitely bring it in. Not only does it make for a conversation starter, it’s one less thing that’ll be 900 degrees when I walk back out to it. It would never even cross my mind to leave the helmet outside for 8 hours while I’m at work.
This. That darned Shoei is expensive. I take mine with me.
Carrying it with me also eliminates the need to explain that I’m really not into leather play or BDSM when I’m walking around in black leather chaps and a very faded black leather jacket. 
I live in Taiwan where there are more scooters (and motorcycles) than cars. Everyone leaves their helmets on their bike. I suspect it would be easier for you to carry your helmet than move to Taiwan to solve the problem, however.
In Japan, I drove this thing, and at 400 cc, it didn’t have that much power, it was really quick off the line.
If you want to get something similar, make sure you work on your abs. Sitting in that position for a while requires abdominal strength, says this couch potato.
On the scooter, we store one under the seat. There’s a little hook and strap thing that allows us to secure the second helmet so it’s dangling off the side (the seat closes over the strap, so it would be difficult to cut through). On the Multistrada we just use the topbox.
When we had the Aprilia my husband would hang the helmets over the handlebars and secure them with thin flexible chain locks. But in Korea people leave their helmets unsecured all the time. I’ve never heard of anyone stealing a helmet. Still, our helmets were pricey enough that we definitely would cry if they got nicked.
If I’m stopping at a cafe or something and will be nearby / in sight, I hang it from the mirror or bar. Otherwise, I take it with me every time. I’ve heard stories of people stealing helmets as a set-up - the rider has to get home another way (compulsory helmet laws where I live), and while they’re gone the bike gets stolen - not sure how often this happens or not, but the helmet is expensive so I’d rather hang onto it!
Mine fits reasonably well into the crook of my elbow with my arm through the open part (visor up) and isn’t too awkward to carry once I got the hang of it. Plus it kinda gives people context for why I’m striding around in squeaky boots and unflattering leathers lol.
There’s a guy in the office building who does this and I always notice it. He has a really nice bike, too, though he disparages it when you say something. “Nice bike!” “Oh this old thing? It’s all scratched up.” Bwuh? Just take the compliment dude. I thought only women did that faux modesty thing. Just saw thanks!
Sticker on it that says, “I HAVE LICE”.
I don’t ride a motorcycle, and people rarely steal riding helmets.
StG
You should get one. Its more fun to ride when you have more than One Horsepower. 