There are smart and determined thieves. Some illustrations: A Penske/Donohue Ferrar or Lola was stolen, hauler and all, from a motel parking lot in Florida back in the late '60's. And we had a bunch of dyno tested spare 427s crated and ready to be shipped to LeMans for the 1966 race from the KarKraft shop. The thieves stole the engines, using the shop fork to load the engines in the KarKraft truck from the locked back lot which they used to transport the engines.
Then there was the Fred Lorenzen Grand National ''63 Galaxie stolen from the Ford experimental garage with a rig painted--using water colors they washed off later--in Holmam-Moody graphics on a Sunday. They loaded the car and drove in and out past secrity. To my knowledeg, none of these thieves, engines or cars were found.
With these stories in mind, don't think a cable, chain, hauler or removable steering wheel will ensure your car will be there in the morning. Putting the car in bed with you or sleeping in it would probably work, though.