I often use small baited Styrofoam cups as a “tattle tale” in cage traps. An animal that spends any time in the cage is going to either tear the cup up or get it dirty. Many restaurants serve condiments or side orders in them. They can be purchased in bulk from big box stores such as Sam’s Club.
Sam’s Club Styrofoam Cups, 4 ounce-
http://www.samsclub.com/sams/dart-hot-an...navAction=push. I don’t recall ever having a cage trap stolen. I, however, have set some up in what I considered questionable areas. These were locked to trees using 3/32nd inch aircraft cable with a loop at each end. The loop was ran through a reinforced area of the cage then locked around a tree. Some cables were up to 20 feet long; extra cable could be wrapped around the tree. Most folks don’t have the tools required to cut cable quickly.