Physical access == compromise even for devices that are as simple as a hollow metal box.
http://en.wikipedia.org/wiki/Safe
Security ratings for those devices are measured in time. Basically, if you lose possession, it's just a matter of time. Digital security is both easier and harder, because all you're protecting there is information. If you wish for the information to be destroyed on tampering, then your job may be easier.
The only way for there to be hardening when physical access is lost is to have some form of layered defense in depth, the aim being giving the user enough time to send a command to wipe the device.