That is just awful!
I have my cell number on all of the munchkins tags, it's the fastest way to reach me and I was warned about putting my adress on there tags a while ago for a similar reason. It is SO sick what people do these days!
I too have a security system and my house is alarmed all night and even during the day if I'm not going out anywhere. I'm sure there are a lot of people who would love the chance to break in and steal three tiny yorkies. It's too bad that things are like this now, when my parens grew up they left their doors unlocked day and night and they lived in Miami.