I’m not sure what people are carrying on their flash drives these days (compromising photos? launch codes?) but the demand for them to be secure has led to numerous different approaches in their design.
Thanko’s Morse Code flash drive is only about the size of a credit card but incorporates a numeric keypad on one side that can be used to set a password for the device itself, or a specific file or folder it seems. In fact the drive won’t even be recognized by the computer you attach it to until you key in the proper code. And for convenience it also includes a buit-in USB cable that can be tucked away in a groove on the underside of the drive when not in use.
The Thanko Morse Code flash drive is available in a 512MB version for about $60 and a 1GB version for about $85.