imported post
Get a small gun safe that can slide under your seat or be bolted under the dash or something.
These folks have an inexpensive key-locked safe, there are others around that are larger and more expensive but have a nifty
electronic combination lock.
I have one of GunVault safes that I've been lugging around with me so that I can lock my gun in the car when I go to church (it's illegal to carry in church in Utah), but I think I'm going to buy a pair of the center of mass safes and install one permanently in each vehicle, bolted down under the dash or placed under the seat and secured with the steel cable.
Of course, a thief equipped with a bolt cutter or hacksaw can still remove the safe and then cut it open at leisure to get your gun, but it's much better than just storing it in the console between the seats, or even in the trunk of a car.