This would protect you from mischievous kids (or malicious brats, as the case may be).
No, there are not.
I have heard of rather expensive write-once memory cards, if you are truly serious about preventing deletion.
Also expensive but at least reusable is an Eye-Fi card which sends photos to a WiFi access-point as they are shot. That way, even if they are deleted from the card, the photos will be on a computer somewhere.
Most SD cards have a little lock switch on the side of them. I don't know about every camera, but my Nikon D5000 refuses to take a photo or delete anything if that switch is set to Lock. As long as you remember to flick the switch on the card before you let the camera out of your sight, you have at least a little insurance. Depends on how clever and/or devious said brat is.