I've taken MANY strollers, very expensive ones and inexpensive ones, and it was the inexpensive one that got stolen, well it could have been misplaced. I've never locked them or done anything out of the ordinary to "mark" it and I've never had a problem, with the exception of the one that got away. It was a $10 or so stroller from Target, and it was gone one day. I really didn't care since it was $10 and there are just so many of them, it might have been an honest mistake. So, I now bring my strollers from home, my kids are more comfortable in their usual strollers, and I like it better since I'm used to pushing it!!! I also don't believe that you can lock your stroller to anything at WDW, you can place the lock through the wheels like the other posters have recommended.