I have... But it was a younger sister. And finally I had enough and went out and confronted her and was like "Where is it!?" and she denied it and i was like "okay so lets go to your room, and if i find it there i'm telling the parents!" and sure enough that was there, along with a whole bunch more that i didn't notice was missing.
And I told, and i was the one who got in trouble as for "setting her up" and "putting things up in my room that would tempt her to take them" gah! My best friend was there when it happened and she saw the whole thing and was like "wtf?!"
I know your frustraition..
Thankfully I could leave the situation by moving out all together.. but.. if you dont have that option, I would find a way to get a lock. or a chest with a lock on it and keep the really important things in it.
I was hiding a lot of my stuff in the closet under a pile of my clothes and i was still getting told i was the one setting her up by tempting her. and my door was closed at all times and she was told the house rules were not to go inside that room..