What are you wanting to protect? If you want to just deter a smash and grabber, the above mentioned IR sensor is useful. If you have firearms and such, consider a strongbox mounted to the frame and hidden somehow (as well as a policy rider because given enough time, a thief can bypass anything.)
A cellphone backup will be expensive and monitoring can be $250 a month, and the police may still take 10-30 minutes to arrive, and by that time, the burglars are long gone. There are RV alarm companies out there, but they can get pricy.
If one really needs a secure place, I've seen one idea that might fill the bill. Take an enclosed cargo trailer with a detachable hitch (they are usually a custom fab job, but they are out there.) Optionally get CG permission, and then sink a
cement anchor flush with the ground under where the trailer will be. Move the trailer over it, put the trailer on jackstands with secure pads, detach the wheels, use a security chain underneath to fasten the trailer to the anchor, then remove the hitch. Finally, for the "out of sight, out of mind", stick some skirting around the trailer. The result is essentially a permanent building because that trailer is not going anywhere without some heavy equipment. To boot, reversing the process isn't that bad a task either (remove skirting, attach hitch, attach wheels, unlock chain underneath, remove jackstands, check electrical systems, hitch to vehicle and be on the road.)
Of course, doing this with a trailer is a lot of work, but for a seasonal person, it can result in an outbuilding with decent theft resistance, especially if the doors have the hasps for the round "hockey puck" padlocks.
