By the time you fill them up with ammo and long guns, bolting them down seems a bit odd since the culprits will have to plan way ahead anyway. I had to study my house before putting mine upstairs. If anyone tries to take mine unopened, I will pull up to my house and see a large hole in the wall where it slid down the stair case. I would find it a little funny, since mine is mainly about safety and not value.
When you consider the size of large gun safe, building one into your house doesn't seem like a bad idea.