Vlock

vlock is a Virtual Console lock program.

Short Description
Sometimes, a malicious local user could cause more problems than a sophisticated remote attack. vlock is a program that locks one or more sessions on the Linux console.

Install
Install vlock:

Use
If you aren't already working in a virtual console, switch to it by pressing ++.... By default, vlock locks the current console session. Use the  switch in order to lock all console sessions.

SysRq key
Magic SysRq key can magically unlock your consoles when you expect it least of all. In order to prevent this, disable the SysRq mechanism while consoles are locked like so:

If you don't know what SysRq key is, you don't need it. Here is how to disable it when configuring the kernel: