A well-known result of Hedlund and Morse states that if a Riemannian metric on a closed surface of genus $g > 1$ has no conjugate points, then it carries transitive geodesics (i.e., geodesics whose velocity vectors are dense in the unit tangent bundle).
Are there Riemannian metrics on closed surfaces of genus $g > 1$ that do not carry a transitive geodesic and if so what is the weakest condition known under which the existence of transitive geodesics has been proved?
Addendum. As Misha remarks in his answer, it is easy to construct to metrics on any closed surface that do not carry a transitive geodesic. However, the metrics I'm interested in have the additional property that the lifted metric on the universal cover has no trapped geodesics. In other words, no geodesic stays forever in a compact subset of the open unit disc.