Alvis has a MacBook Pro with a Kensington Lock. But on the new MacBook Pro, there's no way to use the lock to keep a new MacBook secure. Rich says that he can stick a third party hoop onto the laptop. There's also a USB lock that could work. But then again, the USB-C port means he can't do that either.
The chatroom suggests MacLocks.com for ways to lock up his system, and most are third party solutions.