It has been harder and harder lately to find people that know what you are talking about and know where to find oil tank cap locks. Most everyone I've talked to ended up having a lock specially made by a welder for their oil tank, since every tank seems to be different.
Now, I don't suggest you go welding anything to the side of an oil tank as fire and oil don't mix well unless they are inside your furnace! But, there are products that can connect your custom locks to your oil tank without heat. JB Weld is a cold weld product that can be found at any Home Depot or Lowes store and it isn't very expensive.
These custom locks look a lot like a contractor's box, like the green ones you see at construction sites for holding tools. The locks on those go inside the unit and are almost impossible, if not impossible, to cut. This makes your oil tank almost impossible to break into without having to make way more noise than any thief would want to make or without getting a welder out and risking their own life to cut your lock off.
So, call you local welder and tell them what you are looking for and I'm betting in a day or two you will have your own oil tank lock that will keep your oil nice and safe.
Todd Clark (Principal Broker)