Last week a thief in Milwaukee stole cameras and 9 rolls of film from an in-progress wedding. (Again, this didn't happen to us.) Despite everyone's best efforts, nothing was found and the culprit was not apprehended. Which means about 3/4 of the couple's photos were lost. If you're interested, here's the Milwaukee Journal Sentinel article.
Losing photos is a concern for every photographer, so we go to extraordinary lengths to avoid the possibility. First, we shoot 100% digital, so making backups is simple. Periodically throughout each wedding we download memory cards to a laptop, and keep the images on those cards (in our pockets) - that way we have two copies stored in separate places.
After the wedding we create another copy of all images on our server (for those of you who are counting, we're now up to three copies.) Then we pick through all images, editing and enhancing the ones we select... and we create separate copies of those images, and back those images up to the server as well. At that point we erase the memory cards, but if you are still keeping track, we still have two copies of all the original files, plus two copies of the edited files.
So - barring a catastrophe, your images are safe. While we definitely feel for the Milwaukee photographer, and even more so for the couple who lost some of their wedding day memories, a few simple steps could have avoided a catastrophe.