That's really frustrating. Have you thought of etching your driver's license number into some of your larger tools in case you see them later and can ID them?
Earlier this year I'd just finished installing a new rear storm door, and was taking my tools to the garage. I don't like to leave the garage door open when I'm not around, so I was stacking the tools at the end of the sidewalk at the edge of the alley next to the garage.
I was walking back with yet another armload of tools when I saw two of the area "salvage specialists" pull up in their beater pickup. One got out and started walking toward the tools, his eyes really big.
I said, "Mi herramienta (my tools)," and he quickly got into the truck and they took off.
Can't leave your stuff unattended for even a couple of minutes.