Man, right? I have been lucky I guess and leave my wheels and stuff on the beach while I am sailing around Chicago. When my boat is parked overnight, I use an old hog tail (what I call the old Y-shaped jib/forestay extension that used to connect to my mast tang) to wrap around the cat trax axle, which I lock to a chain with a padlock. In essence, something that loops the axle inside the wheels that can't slip over the wheel. I have a friend that uses an eyestrap bolted into the axle, and another friend that just loops one of those masterlock bike locks around the axle and over his dolphin striker. For the mast, before I step it, I have used a small cable through the mast tang where the shrouds attach.
As an aside, I was happy to get a good deal on 10 outdoor long shackle master locks keyed the same through Zoro.com. I suppose I shouldn't disclose this, but I carry one key and it works on my boat, wheels, sail box, and locker at the beach as well as my shed at home and various other things.