Safes are a valuable addition to your vehicle when living nomadically. They can protect your most valuable possessions in case of a break-in, since most thieves won't have the time to get into your safe and will instead just take the most accessible things before leaving. You will probably want to place your safe in a hidden location, possibly even a hidden compartment, to make it less obvious that there are things worth protecting inside your vehicle.
You will want to securely bolt your safe to your vehicle for two reasons: first, to make it difficult to steal, and second, to keep it from moving during travel or in case of a crash. Safes are heavy, so keep weight distribution in mind when planning where to put your safe, and if your safe isn't bolted down, be sure that it is secured somehow to prevent it from becoming a projectile during a crash. The weight also means that you will be paying for fuel to haul it around, and of course it does take up valuable space in your vehicle.
Other security options
See the Safety and security page for more options.