Another method is to find small locks that fit the grooveon the hitch pin in pianotuna's post. I've got the same quandry with my tow setup; I want to lock everything that is in sight.
For the pins that are out of sight and won't be removed until the end of the towing session, I'll probably use lynch pins such as these on those hitch pins:
then wrap a stout wire tie around the pin and object to keep it in place.
My MH mounted Roadmaster is the crossbar type with these lynch pins; I have a pair of padlocks for them but need 4, and will have to lock the pin on the MH hitch as well.