I got this story from Dr. Todd Larson's blog "Fishing For History". It seems there was a retail theft gang that targeted different angler shops in Colorado. They allegedly stole around $11,500 worth of fly fishing tackle.
To read the story, click HERE.
So, keep vigilant protecting your fly tackle. Never leave your rod, etc sitting out on a car seat for any would-be thief to see. Like all valuables, lock the rods up in the trunk of your car or keep them out of sight. This is especially true if you're going to be away from your car for a while, like at work for example. If you take your rod with you to work in the morning for some post-work fishing on the way home, take the rod into your work place with you. That's just a good thing to do, because you shouldn't leave a rod in a hot car all day long anyway.
Of course, for those of you who have a large tackle collection or a few items that are more valuable, you might want to consider insuring them. It's not uncommon for some fly rod collectors to either have a rider on their insurance policy or some other form of protection for their rods from an insurance provider. That way, if the worst does happen, at least you'll be compensated. But as you all know, a fly rod is a personal item filled with memories that we grow attached to. So, without getting too paranoid, it might be a good idea to protect your tackle the best you can.