Do a search on 'trailer wheel lock'...
A gun might work, but not when you are gone.. I use this one... on the driver side, so I won't miss taking it off... but that would be hard to do, as I load from both sides (the trailer gets to carry 'stuff' when we travel). I carry a storage box with the lock, leveling blocks, etc. and it lies flat in the bottom. I rarely use it, but there are sometimes when I do... like one time I was on a rise above a lake, and while out to dinner I kept having images of kids thinking it would be funny to roll it back about 8 feet and down into the lake. That's when I decided to buy the lock.
http://www.trailerlock.com/