I use an wooden cigar box. You can get them for free at just about any smoke shop.

I put a layer of foam in the bottom, lay the broadheads in, and put a layer of foam on the top. They are safe and secure. You can lay them pretty close together because the foam compresses and keeps them where you put them.

I first started doing this when traveling on airlines. I put some tape on the sides of the box to assist the clasp in keeping the thing shut and put a "Beware: Broadheads, Very Sharp" sticker on the top the ensure none of the TSA guys ended up with stitches from searching my bags.