Leave it at home and drive a POS late model rental car to the show.
Joking aside, I have seen some people remove the steering wheel, as well as hiding an ignition kill switch. I had actually slept in mine one time, not to prevent someone from "stealing it", but because I had drove a good part of the night, and could not find a motel with any vacancy. Being a wagon, and being in the fall, it was actually fairly comfortable.