Never had my clubs stolen (knock on wood), but I did have one incredibly near-miss where the golf gods must have been watching over me:
Went to lunch on a Friday with co-workers and was leaving town after lunch for a long weekend that would include golf. So at lunch, my work-issued laptop is in my back floorboard and my golf clubs are laying across the backseat (4 door truck, no trunk available). As we leave lunch, I see the horror of broken glass on the ground next to my back window. As I peer in the window expecting to see both laptop and clubs gone, by some miracle my clubs are still there. They only stole the laptop which wasn't really mine anyway.
I've always wondered whether they were idiots just greedy for the laptop only, or maybe a customer drove up (or walked out of the restaurant) during the break-in and they couldn't yank the clubs out without drawing too much attention.
[This message has been edited by Danny Duberstein (edited 5/3/2010 1:21p).]