Relax...as far as we know the guy came in through the side door/emergency exit, not the front door. Hindsight what it is, any Midnight screening should have a couple of extra cops, or security guards on hand. Hell, perhaps the theater could've scheduled heavy on ushers that night to make sure no one was sneaking in for free. Most theaters usually have extra staff/security on hand depending on the time and or the area. I also know that your really not allowed to walk into alot of places with alot of baggage anyway. Perhaps all of this was anticipated and thought out regardless and all of these safety measures were in place to begin with. My point is that no matter where you go or what you do, you can only mitigate so much risk. "What-ifing" the situation and knee-jerk reactions are not the way to go forward.
The best security can sometimes be your own eyes and ears. If something looks out of place, sounds out of place, it very may well be. Let someone know and let the authorities deal with it.
This is still America folks.