I went through something similar when I was younger.
In my case, it was more direct though. My brother's best friend's older sister was kidnapped from their home. I had tagged along to play at their home several times, and she had baby sat me occasionally. She is still missing. :(
However, the event made me VERY afraid to sleep in my room... Even though I shared it with my younger sister. Several other kids in our community were affected similarity.
She is scared, and her fear was triggered by a real-life event. She can't control her emotions... So while you need to be firm about what you allow, you also need to ralize that her fear is very real.
I KNEW that the locks worked in our home... But it didn't ease my mind as their doors were locked too. I was scared that someone could break in through the window. :/
My dad actually wound up getting me a dog. :) lol. (Of course, we had been making noises about getting one for some time...)
One thing at helped too, was that my dad got me some REAL information on kidnappings and such in the US... What the percentages of kids in the US kidnapped are (it was a pretty low number) and the success rate for actually finding the kids. Seeing the information in black and white really helped put it into perspective, that the chances of me (or a sibling) actually being abducted was minimal.
You could try enrolling her into a martial arts or self-defense class. This would empower her, and make her feel more secure in her ability to defend herself. Our church's youth group actually did a defense course after the kidnapping I mentioned before. for about a month, instead of our usual weekly activities they had police come and talk about how to minimize your risks of becoming a victim, they hired a self-defense instructor to come and teach us basic moves, etc. it really helped put a LOT of our minds at ease.