If someone has access to your computer they could always copy files etc., drag to desktop, burn on to a DVD/CD and replace original file back where they found it yes, and leave no trace unless you are familiar with Terminal to find out when the machine was last accessed.
If you use your Mac in a work environment or want to keep others (like little brother) out, set up a password and log out when you leave the machine. Whoever wants to access the computer will be confronted by the password screen.
That is why it is very unwise to leave banking password, credit card details etc. stored in keychains.