Just about any connector can be converted into a locking and secure connector, such as the following CAT6 locking connector that is used significantly in live broadcast applications:
http://img.directindustry.com/images_di/photo-g/15214-238173...
As for HDMI, it has incredibly few uses into terms of professional production (outside of connecting monitors) setups, but still can be made secure, as seen here: http://www.hallresearch.com/img/products/C-HDMI-L_connected....