Distance Alert
 

Kensington makes a product called Proximo. Works on the basis that if your cell phone, brief case, etc. gets beyond a certain distance from you an alarm goes off on your cell phone. I spoke with Proximo tech support and they say it only works (bluetooth) for maybe 20 or 30 feet, beyond that it becomes very iffy.

Does anyone make a device that will set off an alarm on your cell phone if something (car, motorcycle, boat, etc.) changes location? Something without a monthly plan?

yes
I have such system which gives the location of vehicle. I use this system for driver management, just look at this... this is awesome application for the vehicle security and management