At my old apartment, I had three kids (aged 10 or so) try to take my dog.
I was on a ground-level apartment with a patio that was build half-underground, so there was 4.5' of wall between my patio and the grass (flush with the top of the wall). I locked my screen door and opened my sliding glass but kept the blinds shut to let in air, and the dog was in the living room. I go to the bathroom and come back to find my dog gone. All the doors and windows were locked, so I panicked.
I go to my patio and there's my dog, half-clambered up the patio wall trying to reach the yard, with three kids sitting on the edge of my patio calling, "here puppy! Good doggy! Come on! Come on! Jump!"
I lost it.
There was a slightly mentally disabled woman with a giant Pyrenees watching the kids (none were hers) and she did nothing to stop them, just talked about her cat. I laid into the kids big time, they not only broke into my house to let my dog out, but were encouraging her to jump a 4.5' wall to "play" without any sort of leash or collar on (she wears none when indoors). It was certainly a surprise, and the only response from the kids I got was, "We just want to play with her! She didn't bite us!"

The landlord and I had a talk and permission was given for me to screen-in my entire porch if I wanted, but I declined and just watched the door more carefully and the landlord talked to the kids' mothers.
I never would imagine kids "stealing" my dog, but it almost happened, and I'm glad I caught it. Now we're on the second floor with no adjacent walls, but every time I go somewhere with her I keep her in sight. I own a hearse with limo tint windows all around, so nobody can see her in the car, but it doesn't stop me from keeping an eye out and locking my doors 24/7.

I like the suggestion for a camera system and motion lights, when I get a house I'll definitely invest! Thanks for the advice.