40d:Thief

In Fortress mode, a thief is a disgusting dishonorable creature that can skulk around the map unseen until it moves adjacent to a dwarf, guard dog or other similar animal, or other helpful creature. When a thief does move adjacent to such, the game pauses with an identifying announcement and moves the game view to include the threat.

There are two types of intelligent thieves: kobold pilferers and goblin baby-snatchers:

Kobold thieves can start appearing quite early (first year) and will sneak right past all of your traps, only triggering them if they are injured during their escape attempt and happen to fall unconscious. Armed with only a copper dagger, they offer little threat to anyone - an untrained dwarf or dog should be able to take them down, but extreme bad luck is always a possibility in any combat situation. While they sometimes steal low value items left outside (intentionally or not), there seems to be a mechanism that makes them target other, higher value items inside instead, too.

The announcement for a kobold thief is...

Thief! Protect the hoard from skulking filth!

...and the game will zoom to a section of your fortress with a small grey "k" visible - that's your intruder.

Goblin snatchers happily run into any kind of trap. Armed with an iron dagger they should be approached with a little bit more caution, but any average soldier should take them down unharmed. When they get their hands on one of your beloved(?) children, they will stuff them in a bag they carry with them for that purpose. (Needless to say, this creates a very bad thought in the parents of the lost child.)

The announcement for a goblin child-snatcher is...

Snatcher! Protect the children!

...and the game will zoom to a section of your fortress with a small grey "g" (or possibly a flashing ‼) - if you use v or u, these will be listed as "goblin thief" but they're cut from the same stuff and should be terminated with equally extreme prejudice.

Both kinds will usually come in small groups of about 1 to 4 individuals. They try to escape once detected and only fight when cornered. Their ability to sneak into your fortress is not to be underestimated; locked doors do not slow them down, although similar barriers that are linked to a trigger (and are closed) will. They can lurk around the map for quite some time and wait for their opportunity, even when they are already inside your fortress. They may arrive more or less simultaneously with sieges or ambushes, distraction and general turmoil working in their favor. Guarding any entrance with guard animals is a safe countermeasure, though. A successful theft of item or child will be announced once the thief leaves the map.

Certain "playful" creatures will also try to steal items from your hoard, if left open to more general traffic. These include raccoons, which tend to be solitary, and groups of rhesus macaques and mandrills (which aren't just playful, but downright dangerous). In addition, bears and gnomes will try to steal your booze if they can get at it. None of these animals has any special ability to avoid standard traps or bypass locked doors.