Several reports are coming in on laptops and phones having data copied when you cross the border. Arriving in the US, people are reporting that security is insisting on looking through the data on your laptop and cell phone and often copying the data from your cell phone or laptop.
iPhone meets the 4th amendment
Civil liberties groups sue Homeland Security
US Confiscating data at the border
US courts consider legality of laptop inspections.
Examining Search and Seizure of Electronics at Airports
Another concern is having your cell phone stolen. Most cell phones now allow you to enter a password that will turn on after a set time. Since I almost lost a phone on a trip I’ve used passwords on my phones. Don’t wait until you lose the phone to decide you need a password.