At work I took every one of my managers tools out of his box, then screwed each one down to the work bench and stripped off all the heads of the screws. We then shrink wrapped his tool box shut.
Another guy we took his toolbox and built a wooden box around it, again rounding off all the screw heads. But previous to this we built a latching relay wired to a pin switch and a 120db peizo siren and a drill battery, then covered the entire contraption with about 20 sticks of hot glue. When he did eventually get into his box and opened it up the siren went off for about 10 hours before the battery eventually died.