I've seen people like
immobitag offering a way to mark and register your bike. Looked interesting but I've no idea how effective it is.
They also seem to have a related website where you can register your bike and add details like the frame number, scans of the receipt/proof of purchase, and photos to aid identification.
There's also something similar by datatag. But again, I've not used either, so I've no idea what there like and am merely offering their availability to spark discussion.