Usually you only get one per rim because if they are able to remove one locknut, then you would assume that they could remove the rest, rendering it useless to have all of the nuts on the wheel as locknuts. At the end of the day, it's just to slow would-be thieves down. If they want to take them off; they will find a way. If you were seriously considering getting four lock nuts per wheel in your case, then buy four different sets (of four) each with a different locking key. Use one per wheel. Then you will need to use four separate keys per wheel. Might be a pain in the backside, but it would certainly slow people down.