I use a Think Tank Photo rolling case (Airport International.) Their cases have locking zippers, and a built-in cable lock that can be quickly wrapped around a column or a large table leg and locked. Works very well.
I also have a small carry-on size Pelican rolling hard case where I keep my speedlight kit. I have a small cable and a padlock, which would also work for location security, though I have not used it that way. The Pelican is much less expensive than the TTP case, but it also has less usable room inside in my experience.