Only once did I feel so unsecure that I tried sleeping with a gun under my pillow. Doing so seemed reasonable as I had heard of people doing this all of my life.
It was at the de Anza Motor Lodge in Albuquerque back in the 90s. During the day (when I checked in), it just looked like your typical ancient motor lodge, a bit run down, but clean and with a decent enough person manning the front desk. I had certainly stayed in much worse places over the years.
What I didn't know about was all the grand low life activity that took place after dark...which became clear when I heard a couple of guys arguing over the price of a drug deal. I looked out the window and saw several folks that appeared to be in the business and a coulple of interestingly stylish ladies that seemed perfectly content amongst the dealers. It was old, but not seedy. It was a classic Route 66 southwestern motor lodge
I took the 1911 off the stand and put it under the pillow where I would have it quickly should someone decide to gain entry to my room. When I awoke the next morning, the gun was gone. So much for a great plan. During the course of the night and my nocturnal calisthenics, the gun had tumbled off the mattress and was under the headboard on the ground where I could not reach it without getting up and moving the bed out of the way.
As I later learned, losing guns placed under pillows was not a unique problem
I did not remain at the de Anza for a second night.
http://www.nps.gov/nr/travel/route66...buquerque.html