My father, who was a pretty well respected geologist, was one of the few non-americans to work with NASA moon rocks. They are indeed very protective of them, mostly because the cost of obtaining them was very high, and they are one of the few sources of "uncontaminated" geological samples from the moon. There are plenty of "moon rocks" in the form of lunar meteorites (parts of the moon that got smashed off in impacts and found their way to earth) but these have been lying around on earth for many years, and so are contaminated.
Part of the value comes from the fact that geological experiments are often destructive - they involve dissolving bits of rock in acid etc - so the rock gets used up over time, and there are no current plans to realistically obtain any more.
NASA also definately do have "agents" of various types. Having attended the launch of the curiosity rover, they also had what could be described as a small military, who were responsible for enforcing the exclusion zone around the rocket before and during take-off.