So, I was less than happy, as I'm sure anyone would be, that someone decided my cage trap should go home with them. This is how I plan to limit theft:
1. Only set private land or remote public access land far from roads out of hunting season.
2. Secure the trap to the Earth.

I drilled a hole through a nut that is welded to both the frame for the wire and the heavier frame of the door, then straightened out a heavy-duty J-hook just enough to sneak it through the hole. I attached a 3' piece of #2 chain to that J-hook, and a wolf fang with a 16" chain to the other end of the chain. It takes a stake puller to remove that wolf fang. That makes it a ton of work and time to steal my trap.
3. Camouflage the heck out of it! (I would post a pic, but you wouldn't be able to find the trap in it. LOL.