Interesting point about the chain through the wheels. I might do that on one of my trailers. I have a hitch lock on the 5th wheel. Mostly to stop the opportunist. I think my house is fairly secure and with dogs and cameras, not much chance for someone to get in here, unless they know we are gone.
I have a place that I take my trailer for service. They make me remove all personal items, even the propane tanks. They have seen people take all kinds of things from their lot. Since the storage keys are mostly the same, it doesn't take much for someone to get in. Propane is used in making meth so those guys look for places to grab propane tanks.