The April, 2006 Airline Pet Travel Report contains pet incidents for the month of February, 2006.
February 2006 has airlines reporting only one loss. Delta reported the loss of a whippet named Vivi, that escaped from her kennel on the way to the airplane.
Delta's report mentions that the spring locking mechanism was insufficient to keep the door closed. While you can't put a lock on the kennel (the airlines might need to remove the animal in an emergency), you can use zip ties to further secure the kennel door.