not personally (discounting the pilfering of kit by squadmates done in the name of humour and always returned), however i have heard of stuff getting pinched, including a double barreled 1911.....
its surprising to me it doesn't happen more often given people just leaving their kit strewn out across the safe sone, rifles, pistols etc. personally if it's not on me it stays locked in the boot of the car.
i do recall one day stumbling across a gas vector mag just lying inside a building, normally i would ignore such things but in that instance i figured "if i pick it up at least i know a theiving bugger hasn't", you've never seen such a look of relief when it was re-united with its owner.