Locked (non_TSA) checked luggage that works.
 

Don't try this internationally.
Want to be able to check a big bag (pelican) and put your own locks on it.
Put a gun it it. No kidding, the regulations say that if you declare a firearm (even a unloaded starter pistol) it has to be in a hard sided locked case that only you have the key to.
More: Putting a gun in your luggage | The Economist