I've done about 100 events; some of them auto shows where there have been tens of thousands of people. Some events I give rides, some I let people sit in it; but at the larger ones I often ask them to just look. Most people are very respectful, and keep food, drink, kids etc away. But with that many people, you do get some problems:
1. A lot of people assume it's a dealer car and just open it up and climb inside. For about the first year I left it unlocked because I wanted the trunk open; but then TomSax told me you can lock it then open the trunk with the key. So now I lock it, and this happens a lot less.
2. A small number--about one per event, at least the larger ones--will try to open it from the inside when they find the outside is locked. Then the alarm goes off. Sometimes I have a "Private Car" note on the driver's seat; that seems to help. As Sparrow noted, you can also keep the windows up; but I think the car looks better with them down and it's easier to see inside. I'm usually close by so I don't mind listening for the alarm.
3. Once while I was grabbing something to eat, the alarm went off and I ran back to the car annoyed (especially since I hadn't had my fob antenna rerouted yet, so I had to get right next to the car to turn the alarm off). There was a woman holding on to a ~11-year-old who was standing on my front seat, and the door was partly open. I was unhappy at first, but before I could say anything the kid turned around--it looked like she had Down's Syndrome--and the exhausted-looking Mom gave a very heartfelt apology, saying the kid had clambered in and she was unable to lift her out.
4. One show had a mascot in a big bear suit wandering around for pictures. He stopped in front of my car and made several poses while people took pictures. Then he stood right in front of the car, facing away, and slowly FELL BACKWARDS on to my hood for another pose! Not cool.
5. One kid, probably four years old, ran right up to the front of the car, jumped on the hood, and kept going. His Dad scooped him off pretty quickly.
6. At an elementary school, just about every kid there ran up to the car, put their fingers on everything, and then leaned on it with their coat zippers.
7. I had ropes around it at an auto show. I thought ropes would be a pretty clear "don't touch" indication. Apparently not--over a couple of long days, dozens of kids and adults reached way over to rap on things. Quite a few kids ducked under the rope and started pounding on the car; most parents pulled them away quickly, but not all. One kid started playing with the heavy rope pole, leaning it towards the car. His parents got irate when I politely asked him to stop.
8. One woman with a ~2-year-old said her son was fascinated by the "yellow car" and didn't want to leave...so would I mind if he sat in it? I said OK, and she put him in. He was fine for about 3 seconds. Then he started pressing every lever and button; his Mom tried to stop him but couldn't keep up. Then he stood on the seat and started hitting things. She apologized, but didn't make him stop. I asked her to take him out; he grabbed the wheel and started screaming.
Despite all this...the only damage I have is some scratches on my passenger seat from when my daughter wore a spiked belt. So no harm has come from all these people--I intend to keep showing it!