Common sense and good judgement would dictate not to check such expensive and coveted. Even with locks, bags aren't safe. Since bags now have to have TSA approved locks (e.g. so that the TSA --or anyone else with access) can open them with their master key(s) or cut the unapproved locks off, then your locked bags are still subject to intrusion. Makes the point of locking them a bit moot though.

However, why must one travel with a Wii or video game console? Was it necessary for your work, like a laptop, or just something you wanted along to pass the time at your destination. If it were a gift, could you not have just purchased it at your destination or sent it ahead.

Perhaps if possible, you may consider shipping it, I know it would be more costly, but you'd be insured.

I have learned not to leave home for travel with anything I can not physically, financially, or emotionally afford to lose.