When I was a kid, I lived in a very rural area. Nothing like the place I now call home. Since it was such a rural area, it was normal to see mailboxes along the side of a country road, with no houses in sight. Because of this, it was not uncommon to go out one morning and find your mailbox was in pieces or gone altogether. There was a "game" played by young teenagers called mailbox baseball. I won't give you all the details, but lets just say it involved sitting in the back of a truck and driving along the side of the road with a baseball bat.
Unfortunately it was also not uncommon to have people get into your mail. Back then all of the mailboxes were cheap plastic stuck on a small piece of wood in the mud. I have found a website that has a great product to combat the teenagers in rural areas with too much time on their hands.
Now there are locking mailboxes available to keep people out of your mailbox.