I have never seen a need to wear a vest. In spite of some tragic shootings the world as a whole is not really so dangerous as to become paranoid.
If I thought theaters were dangerous places then I would not go to theaters. The same goes for restaurants and other public places.
If you think you need a vest to take your kids to the theater why are you taking them to such a dangerous place?
Ecclesiastes 12:13 *¶Let us hear the conclusion of the whole matter: Fear God, and keep his commandments: for this is the whole duty of man.
14 *For God shall bring every work into judgment, with every secret thing, whether it be good, or whether it be evil.