Yep, I've had my tools stolen, more than once actually. The first time was completely my fault, the 2nd time was unavoidable.
The second time my tools were stolen, I was doing a renovation job for a business in a strip mall (new drywall, wiring, bathroom, ect) and instead of carting my tools back and forth every day I just locked them in the back room completely out of sight. As luck would have it, the place was broken into one night, even though there was nothing in the store yet, the took almost all my tools. The real reason they broke in was not my tools, but they were trying to rob the store next door by kicking in the wall. They busted through the first wall, but ran into the second wall and gave up and stole my tools. These idiots were so stupid...my cordless circular saw was sitting not more than a foot from where they kicked in the wall and would have cut right through the steel joists with ease. In truth it would have made less noise than the kicking they were doing.
Oh, and I got NOTHING from insurance...homeowners wouldn't cover it because I was using them for professional reasons, and the company I was working for said I was a contractor so they weren't liable. While I am only a very part time contractor now, I have them insured for any instance. Talk about pissed! Oh well, live and learn.