For firearms consider partial disassembly, as for cleaning, and take a critical part with you. Slide for pistol, bolt for many rifles, forearm or bolt for shotgun. Other than on a plane, most of these parts are not a firearm and can be carried. Revolvers are a problem. Your goal is to destroy the economic value to a thief and to protect others that might stumble across your firearm.
A good example is the bolt for a bolt action rifle. Buying a new bolt, removal of the barrel, shave off a bit in a lathe, add a few threads, install the barrel (clocking for sights if necessary) then a rechamber with a finish reamer. You can buy a new rifle for less money. The slide for a pistol is not far behind. A forearm for a shotgun might be 30 to 35 percent of a new gun. Thieves already are selling at a steep discount, perhaps they will just pass you by, and no child can make the firearm function.
For other expensive items and firearms, I suggest insurance.