Right after I started working at the grocery store, Something like that happened to me. It was 9:PM and I had just clocked out. The store was still open for another half hour but because it was dead, the FEM told me I could go home.

I had to go get my stuff from the lockers in the break room, which is above part of the stock room at the back of the store. Once I retrieved my coat and crap and started for the steps that lead down to the stock area I noticed a guy walking through the stock room but he was not wearing the God-awful green shirts that all employees have to show up wearing or they don't work.
As I stood at the top of the stairs I watched the guy go over to the loading dock bay door and unlock each side and tug on it a bit to make sure it opened. My thought process at the time was that this guy was going to come back after closing and clean out the place. (It wouldn't have done him much good. When that door opens it makes a horrific sound that you could hear even when the store was busy, let alone in the dead of night) Not believing that someone would be that bold, I was kinda dumbfounded at first.

I watched him leave the stock room and ran down the steps and quickly re-locked the bay doors and grabbed a phone to call the office.
They called the LP guy (Rick) but our wannabe thief had already gone.

So Rick called the cops. The guy was caught right after he jumped onto the loading dock and tugged on the door. I felt glad for him though. He should be glad too. Had he opened that door and our night stock manager had been there to greet him, he might not have made it out of the store. The NSM is about 6'8" tall, 275 pounds of pure adrenalin, attitude and muscle. (which is the reason he worked night stock. Customers complained about him intimidating them then he worked during business hours) I mean seriously, the guy could lift me up like I was a kid and I weighed 300 pounds.
The nice thing about this is after I went to court and did my witness thing, on my next paycheck there was $100.00 bonus.