Basic security with existing skills
From a security point of view, adding an additional passphrase that anybody can speak out, will not be a big improvement, as you can already customize the name of the object you want to control in all smart home skills I know of and the alexa app itself.
So instead of issuing:
- You: "Alexa open the garage door"
- Alexa: "Please state your password"
- You: "My very secret password"
you can simply change the name of your device to something more cryptic that is harder to guess, as e.g.
- You: "Alexa open Peanutbutter Jar"
If you are developing you own skill, of course you can create your own security checks. Amazon even insists that skills that allow the user to unlock or disarm a device shall ask for a four digit code that needs to be changed regularly. Furthermore, voice purchases on Amazon can be secured with such a four digit code.
What would really add additional security in my opinion, would be a skill that not only does voice recognition, but actually does biometric fingerprinting of your voice (+ that of additional members of your household). In that case, some stranger simply yelling commands will not set off the actions.
Some guys developed a prototype of such a skill at a hackathon. However, I do not know, if this went anywhere.
As rightly mentioned by @Eric F, Alexa is already able to indentify its users, if it is trained with test phrases. However, currently this interface to differentiate individuals is mainly used for Alexa internal features such as playing personalized music, sending/receiving personalized messages, making personalized calls or a personalized flash briefing. It seems that a programming interface is currently being used in a few Alexa for business skills, but as far as I can tell it is not yet part of the standard API.