The issue truly lies in both the physical access to the device itself as well as the contents within the device. Physical security to the grounds, the building, the room and the computer itself can go as far as you want it to go, as long as you have the money. Physically securing a desktop or laptop within the room itself could indeed be within some form of container but then you have new issues such as heat dissipation and/or cooling as well as the general nuisance of accessing the device itself when you need to load a USB device, a DVD, etc. To "overcome" this issue some personal computer chassis manufacturers have included chassis locks which allow you to keep the box itself locked shut and some provide a method where you can secure the box itself to a desk or some other immovable object, typically a cable and lock.
All that said and done, if you are at all concerned about the contents stored on the hard disk drives, encryption is a must nowadays.