I also like the idea of leaving a note on the door. I've seen issues between neighbors turn ugly VERY fast, so I'm not sure if a confrontation is the best idea. I'm just looking out for your safety too.. you never know w/some people what they will do.
I think you're a wonderful person and I don't think that you'd steal a yorkie.. I was more replying to the others who thought that taking it was the answer. I've seen things where people have stolen dogs that were in horrid conditions... tied to a tree w/a chain and they were the ones that were prosecuted, not the bad owners who abused their dogs. The people rescuing the dog had the best intentions at heart, but unfortunately that just does not hold up in the eyes of the law, which is unfortunate