The Victorinox Swiss Army Knife people have had a fun time over the past few years extending from their core product of steel multi-tools into, believe or not, the digital world.
The full line of Swiss Army pocket multi-tools, shown at CES, includes LED flashlights, SwissFlash tools with USB drives, retractable pen, and LED light or laser pointer. And, coming soon, the Presentation Pro line has an integrated Bluetooth remote control for running your notebook. (Sorry -- the pocket knife with MP3 player is no longer available.)
Of course, carrying your USB drive as part of a pocket knife is not going to be a good idea when you are flying, so the flash drive can swing out and be removed, and the knife can go with your checked luggage.
Alternatively, the SwissFlash Flight models dispense with those dangerous metal mini-tools and just have the USB drive within the red Swiss Army case. The PR people swear that the airport staff are used to these, and bringing what looks like a knife though the screening will be fine. Personally, I didn't try it...
See my Portable Storage Gallery for more on storage formats and devices.
Find the Victorinox Swiss Army
SwissFlash and
SwissFlash Flight
on Amazon.com