One of my USB sticks had a cover that broke open, so I made this! It's a from http://www.thingiverse.com/thing:17656, cleaned up, modified slightly, and smoothed in Blender. There's a hole in the top half of the model for fitting the innards of a USB stick, and the bottom half slips over the USB plug to form a cap.
The USB stick sticks out slightly in the back, but I didn't want to slide the top half of the model forward because of stability reasons. I might make another version with the USB stick positioned slightly forward - I didn't do that originally because the walls were a bit thin in that position, but I'm sure with some modifications it could be made to work.
Print the top and bottom halves separately, with support. I used 20% infill and 0.2 mm layers with 0.8mm thick walls and top/bottom in Cura. Carefully remove supports, paying attention around the arms and back. I actually broke off one of the blades on the arm while I was cleaning up. Oops!
Slide the USB stick innards into the top half of the model. My USB stick fit perfectly, and I used a bit of molten plastic to seal it in there (just let the extruder run at a higher-than normal temperature, use tweezers to grab molten plastic, and wedge it in the hole). Superglue should work fine as well, just make sure the whole thing fits together properly first!
If you have a larger USB stick, you may have to cut away at the sides a bit. If yours is smaller, make sure to keep it centered properly, or else the top half of the model won't slide into the bottom correctly!
A pretty neat model to go next to my Thor, and it's also functional!