How can I protect my vehicle when left at a trail head for an extended period?

• If at all possible, park near other cars. The proximity of other cars means that any potential thief not only has to watch for you returning, but also the owners of any of the other cars.
• An active alarm, preferably with a highly visible red light blinking in a prominent location. These tend to get ignored when they go off in urban areas simply because they are so common. In isolated areas, though, the noise they make stands out quite distinctly. While you might be so isolated that no one is likely to hear it, the potential thief won't be as certain.
• A passive security device helps. As Matthew Read suggested, the Club is a highly visible deterrent. However, a hidden "Kill Switch" that prevents the car from starting altogether is much more effective.
• Keep any valuables hidden.

Here's some piece of advice which should be applicable to situations when you have to leave your car in an area with high theft/burglary rates. Some good advice can be found in other answers to this question, but here are some social engineering measures you might take (see also the answer of Jonathan VM).

• Hide in plain sight. Don't attract attention -- as easy as this. Remove everything from the front and back seats, and any kinds of stands for GPS, mobile, or other equipment worth stealing. If you have a car radio, remove it as well and leave the hole wide open and visible to show there's nothing in there.

  You might actually want to purposefully worsen the condition your car is. If you have a nice natural leather interior, cover the seats with some ragged blankets. Put on a pair of fuzzy dice -- the tackier, the better. Your car needs to look as if it's not worth stealing, and also not worth breaking into.

• Park behind a more expensive car than yours. This of course depends on what car you drive. Good luck doing that if you have a Lexus, but if you sport a Ford, parking behind a BMW would surely draw attention away from your car, all other things being equal.

• Don't park in isolated places. This is somewhat related to my previous point. A lone car in a parking lot would draw attention instantly -- even if they eventually decide not to steal it at all.

Most of these measures can also be used when leaving your car for a shorter period, but if you want to leave it for more than a few days, some "hardware" solution to prevent starting the car would also be a good idea.

If you're only worried about them stealing the car and not the contents I would remove the distributor cap. or depending on the way the engine is mounted swap the spark plugs with place holders. Either way you do this you need to keep them completely dry when you're hiking. The removal of either will stop the car from starting and I doubt any thief would be or professional would carry with them the required parts to fix this.

If you're worried about the contents, park the car at the local town (assuming there is one) and pay the local store / garage to taxi you to and from the beginning of your trail (assuming you have a mountain radio or cellphone reception to request a pick up on the way out.)

It was pretty common at the trailheads I've used (Northern Ontario, a hundred miles or more from any house) to see keys left in the cars and the cars unlocked. Sometimes the key would be left dangling from an external lock. The people who were doing this were basically saying "look, if you drive all the way up here and there's something in my car you want, I realized you're going to get it. I'd rather not deal with a smashed window on top of that." Also, they were preventing the possibly fatal problem of losing their keys at the bottom of a river and being unable to drive home.

Assuming you're not comfortable with that, remove and hide your GPS and its mounting brackets (and clean the "mounting brackets were here" marks.) Put everything out of sight so that the opportunist won't get inspired to smash your window. That includes your phones and other electronics you chose not to take on the trail, a large quantity of coins (we have 1 and 2 dollar coins, so $10+ is easy to have lying around visible), and anything that suggests your vehicle belongs to someone with plenty of money. If you have a suit hanging up in the back to change into when you get back to the car, you're probably one of those people who keeps $100 cash in the car for emergencies. Don't look like that and it's less likely to be a problem.

I think that's one reason why "key in the lock" works. I think it says "go ahead, look around, there's nothing for you here" and the opportunist knows the more cars they look in, the more likely they are to be caught, so they decide not to waste their time on that car, which must be pretty empty.

Classic devices like The Club or wheel locks.

Some great answers here, but sometimes the best deterrent is a little bit of clever social engineering. My suggestion is to add to any of the solutions above...

A prominent note on the dashboard saying "Back in 10 minutes. - George"

Make sure "George" is some obviously male name. Without getting into the rightness or wrongness of gender stereotypes, it'll be perceived as more intimidating if it's a guy who could be back at any moment.

And of course, in foreign countries you'll need to translate it to the local language.

Above all, since nothing will be a 100% solution, please be sure to...

• Insure your car
• Have a way to call for help (Cell phone that works at the trailhead, satellite phone, rescue beacon, something...)

Even though the chances of anything happening to your car are slim, nothing would be worse than that moment standing at a backcountry trailhead and realizing you have no way home and no way to call for assistance.

Like they taught me in Cub Scouts: Be Prepared.

My '89 Ford had some relays (?) in an easy accessable box under the hood, and without them the spark plugs and the starter wouldnt get any power at all. Those relays are easy to remove and to plug back in (but you should mark them so you put them back in the right place) and rather small, so i usually took them out when i left my car somewhere over an extended period of time.

Taking some important fuses out of the fusebox can have the same effect on your car.

When i parked in a dodgy area overnight i asked someone else to block my car, so you couldn't drive it away without moving another car first.