OMG!! I tell you I don't know what I would do. I love my dogs as much as any person. I fear this, I'm sure we all do.
We have a pet door and fenced yard but I have heard of people stealing yorkies right out of yards. I know a gal that this happened to her sister some years ago.
I am even afraid to leave them in the car when I run into the store for a minute, although I do it once in a while. If I do, I make sure I am parked close to the foot traffic, not off in a place where the car could be broken into without notice.