For most people, because of their employment or status, they are required to have on their person ID that has their SS number on it, the military is just one example of many. Some states, your ss# is your drivers license number, most operator or occupational licenses have your ss# on them.
As for myself I think the safest place for my important docs is on me, and backup copies somewhere safe. If you're traveling leave the wallet at home, whatever you do don't put it in your back pocket.
The only time I've ever had anything taken from me was when it wasn't on me and it stupidly wasn't locked up.