I have one called a Vacation Vault. It's small, but hold my wallet, and cell phone. I have used it at the Disney waterparks before. I'm not sure if it is "allowed" or not. I leave mine in my big bag. I put the bag on a chair/lounger and run the cable through part of the chair. I get the strap of the bag in the cable too. Then, while leaving the vault in the bag, with just the cable part outside, I throw a towel over the bag. That way everything is secured to the chair, but you can't see it at all. The only way to take anything would be to either smash open the vault, or break the chair. I'm betting thieves don't want to call that much attention to themselves.