I also had a guitar stolen thanks to (if not actually by) my sister. Somebody walked off with it at a party she had when we were in high school (we definitely did not have the same circle of friends, so I wasn't there).
On the subject of catching thieves (though thieves of a whole other type of equipment), when I was a kid a friend of mine had his ski poles vanish on him, and we saw a woman carrying them a week later. They were very distinctive poles, so it was obvious. We even went and got the local law enforcement (a sherrif or a deputy or whatever he was called), but he just said, "Well, she says it was a mistake." We were pretty irritated. Ski poles aren't that bad, but we knew other people who'd had skis stolen, so we were not exactly favorably disposed toward thieves. Nor should he have been.
A somewhat different note: Steve Jones supposedly more or less made his living as a thief before the Sex Pistols started selling records. His gear was supposed to have been stolen from Rod Stewart of something. Though that may have just been Malcolm-McLaren-myth-making.