Other than a few pencils in elementary school, I've never had anything really expensive stolen from me. Although one time my mom's car got broken into and the other things the thief took was her CDs.
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I can't really think of anything except this: A couple of years ago, my friend let me borrow Assassin's Creed II from him. I thought it was pretty cool, but when I found the novelisation in my local book store, I bought it and immediately stopped playing the game to read the book. When I showed my friend the book as he and a few other friends spent the night at my house, I guess he thought it would be a good idea to take the book from me so I'd be forced to play the game instead. He gave me the book back when I finished the game. I still get a bit rustled when I think about that. Similar things have happened to me over the years as I played the AC series, such as getting the Brotherhood ending spoiled during the intro cinematic by my friend.