Don't worry about it. You should always be locking your rear wheel up. If you have one lock it should be used to secure the frame and the rear wheel, that way you only need a locking skewer on the front (which has fewer issues and are cheaper).

If you're talking about horizontal dropouts on a road frame there are some lower-security skewers that can provide adequate clamping force like those made by Trans-X.
If you're talking about track ends you can cut your chain so short that rear wheel can't be removed without breaking the chain (there are a lot of variables in this scenario and it might not be possible on many gear ratios and chainstay lengths).