Are neighborhood watches not a thing? Cell phones and baseball bats would probably help keep people from busting into cars. I mean this genuinely: When the police fail, it is up to the citizens to secure themselves and their property.
These thieves are skilled. I've seen videos where it takes them no more than 3-5 seconds to break window, grab something, and get into a getaway vehicle.
You can watch outside nonstop, like a camera would, but these things happen so quickly that the chance of you being able to do anything beyond maybe seeing the license plate of the getaway vehicle is pretty low.
To protect against this requires money (secured garage/parking), not just vigilantism.