Puma (the shoe people) sold a bike for several years with a lock comprising part of the frame. If the lock were cut, it would make the bike frame unstable, theoretically discouraging theft. I don't know if it was successful in any objective way, but it was an interesting idea: http://www.bikeoff.org/design_resource/DR_bikes_examples_pum...
Making the bike frame unstable isn't strong enough. People still ride unstable bikes. A fabrication method that involves squeezing spring loaded parts into a tube could serve to make the bike inoperable when dismantled, even to the point of immobilizing the rear wheel.