Someone else mentioned a breaker lockout which will absolutely do what you've asked.

A similar idea is to get plug lockouts. It goes over the plug of the tool/machine you want to prevent from being energized. This would let you keep power on but the tools can not be powered on.

You want to search for lockout and/or loto. You can get locks that use the same key too.

Do not rely on those plastic key things that some tool companies put on their machines. They are stupid easy to bypass.

The closest thing I can think of is a disconnect. These basically are a box with a block that can be removed/flipped, generally seen on air conditioners. If you just took the block with you this would effectively stop them. If your kids are the kind to cause mischief, you can also padlock most of these styles of disconnects (and other styles of shutoffs).

The shed should have a distinct breaker box, correct? A breaker lockout is probably the device you're looking for.

Pick up an old fused box! This is how they all were 80 years ago :-)

Can you post a photo of where power is getting to the shed? It should be a breaker sub panel and it should have a “lockout” tab. You can simply throw the breakers and put a lock on the panel.

Not sure if this is what you mean but if all the plugs are on their own circuit you can just just turn them all off in your breaker box by flipping the switch on the breaker.

Most boxes I've seem have a place to put a padlock for extra security too