No, and I've heard very few stories of people who have. I've stayed in hostels all over the world (Australia, NZ, South/Central/North America, Europe, China), and it's always been fine.
About the person who said 'always be suspicious'; although I believe this is probably effective in preventing your stuff being nicked, it also seems like a horrible way to ruin the great experience of traveling and meeting other people. For me it depends a lot on the hostel; is it a small place where after 1 day you know everyone, then I'm far more likely to leave stuff unlocked. In large impersonal hostels I'm far more likely to lock my stuff up and keep my money and passport in my bed when I go to sleep.
It's not a foolproof method, and maybe one day I will have my camera or phone stolen. However, I've also had my camera and passport stolen (on separate occasions) outside of the hostel when traveling. It happens, it's ****, but it's not the end of the world.