Duct Tape
Duct taping the culprit to a chair in the basement and then explaining how you are about to use the visegrips you are holding in your hand to skin him alive and it will take at least three very painful days to die unless you see this money turn back up usually works... (just kidding---sometimes what is morally justified is not quite legally justified).
Seriously though, a few years back I had an issue with theft out of my office! It was mostly small things, change and knick knacks out of my desk, little keepsakes and one day within the same timeframe a laptop computer magically disappeared! Now I was upset to say the least and I wanted to know who was doing this, since it appeared to be an ongoing thing! The money was no longer an issue and it was the principle of the thing, so I went all out and got a surveillance cam system with a 24 hr loop tapes and put it in the vent with a great view of my entire office. It cost a good buck, as much as the things that had disappeared but oh what the HELL at this point.
It didn't take long! In about a week I pinpointed who was doing it. I even timed them on entering my office and doubled back one day to find them rummaging through my desk! I sat them down to talk about it all and upon saying "I guess I know who has been stealing these various items out of my office", they went wild with it... denials and such, claiming that there was no proof and that I couldn't legally take any action with no proof of anything and blah blah blah. He implied he would go over my head and claim he was wrongfully accused, etc.... WHAT A SCUMBAG! Anyway, I proceeded to tell him that the security cameras I had recently installed had him in the last week or so taking small quantities of cash out of my petty cash box and rummaging about for anything else along the way and that he was fired. He was still in denial and not sure if I had actual surveillance footage, I guess... so I showed him the camera and pulled out the tapes, telling him that if the laptop was not returned, criminal charges would be filed in addition to his dismissal (I had no footage of him stealing the laptop so couldn't file THAT specific charge but I bluffed because he didn't know that).
This idiot lost a $50,000 a year job over a $1500 laptop, a few bucks and some small items out of my desk. I was the one that hired this clown... that's f*cking gratitude for you, steal from your supervisor who hired you to begin with! Camera systems are MUCH cheaper these days. Spend the $100 bucks and put one in your room, stop by the hardware store and purchase some duct tape and a pair of visegrips while you are at it.