That sucks, man. Sadly, unless you sit in your window and watch your truck all night, there's not a lot you could do to stop them until they get locked up.
I remember whenever the carnival would come to town, there was a rich neighborhood 1/4 mile from the fair. Every time, after the Carneys broke everything down on the last day, they would sneak into the neighborhood of roughly 100 houses. By sunrise, every catalytic converter, along with any trace of carnival, was gone. It finally stopped a few years back when a Carney 'bout fried his brain on MDMA, passed out in a closet, then was awakened the next morning with the barrels of a 12 gauge pointing at his head. Somehow the homeowners wives screams when she opened the closet door didn't wake the guy up, so he ended up arrested instead of dead.