Depends on how it's set up. Most rides require ignition keys to activate the controls. They also require power, which can be shut off at the park's main breakers. Depending on the size, nature, and location of the park, the rides can also have individual fences with locked gates.
Smaller rides, particularly in traveling carnivals, can be further locked down, for safety as well as transportation. Some even fold down/collapse to some degree.
