I haven't had anything stolen but I did have my car vandalized once and it was awful.
DH and I decided to go out to dinner. We went out to my car and, in the glow of the street light, I noticed that something wasn't quite right about my driver's side window. It took me a minute to realize that the reason it didn't look right was that the window had had a large chunk of concrete thrown through it.
It was awful. My car was parked at the curb in front of my apartment, right in front of the livingroom window and I hadn't gotten home a half hour earlier so they literally did it right in front of me and right after I parked my car. I don't think I've ever been so incredibly angry in my entire life. What gave someone else the right to come along and destroy something that I'd worked hard to get? Who did they think they were?
For the longest time I was terrified it was going to happen again or that they were going to come back and break into my house or something. It was awful and it took me nearly a year to feel comfortable again.
Even now, four years later, I can still get worked up over it.