Many people find it convenient to leave their outgoing mail in their mailbox. This is not a good idea if you have any identifying information on the papers inside, or if you are mailing checks. People have been known to take your mail, open it, and get into your checking account, or use your bank account, Social Security, or other identifying information to steal your identity.
For safety's sake, deposit that type of mail in a Post Office mailbox.
Source: Heard on the radio
This page contains the following solutions.
To eliminate the chance that identity thieves will tamper with your personal mail, consider a mail box that locks, or a mail slot in your front door which drops the mail inside your home.
By having a secured mailbox with a key lock, it can prevent people from attempting to steal your mail and provides you a sense of relief if you are expecting urgent or important mail.
Avoid the stress of knowing where your mail is and if it has been delivered with Informed Delivery from the USPS. This is a page about using informed delivery from USPS.