+1 to the above suggestion, carry in checked luggage and hide them well. If you have a small locking box that you can put in your luggage, that could be an option, but sometimes that in turn is just like putting a neon sign on it, saying "I have something valuable here, steal me and break me open." The best way to prevent theft is for them to never know you have it. Hide your knives in harmless looking locations, like a rolled up pair of socks, etc. Won't totally prevent theft in all cases, but usually they aren't going to totally rip your luggage apart to that extent, and I've never had a knife disappear using this approach.