Specifically a bag for a U-lock.
That attaches to the frame like one of those little bags that goes in front of where the downtube and toptube meet.
But shaped like a U-lock.
With a little velcro strap that keeps the U-lock from falling out.
The probem is that every single lock I've bought that has one of those frame attaching thingy's doesn't really fit any frame I've had (and still be able to carry two waterbottles) and if I do get it to work right, it rattles which bugs me.
If I put my lock in my panniers or trunk bag it's a pain to get out. Plust, often all I carry is a lock. Seems silly to carry a pannier or large bag with nothing but a lock in it.
I could also put it in my messenger bag. But that bag is heavy enough.
Or attach it to my rear rack with bungee cords. But then you have the rattling issue.
I want a special bag for my lock. They make them for cell phones which fit in one's pocket. My lock doesn't fit in my pocket.