Norwich, VT. I loved it. It was cold, which was a downside. Also minimal privacy. People would let me know that they saw me getting gas at x station at y time two towns over and would ask why I was over there. It was in a friendly agnostic way but I never got used to it. We definitely didn’t lock our doors.
I grew up in a small town like this. It didn't bother me, but it bothered my mother. She banked in another town because the bank employees were all related to half the town and went to each other's parties. In fact half the town was related to each other. They definitely knew each other's business.