It is fairly easy to fit a lock on any cabinet door so you might want to just focus on what shelving you like that has doors and then install locks, or hire a handyman to install them for you.
For quality stylish, yet inexpensive DVD shelving with glass doors you might want to check out IKEA. They have a great deal of shelving including some with glass doors, which would work great for DVDs and could be retrofitted with locks.
Keep in mind the online list of products is limited and that the B&M locations will often carry additional products. Also, most of the shelves in the catalog have solid and glass doors as options, but it might not show that in the online catalog.
Here are a couple shelves that might appeal to you: