Here in South Africa crime is one of our largest issues but it seems that theft of laptops is a worldwide phenomenon.
It also seems that the controls put in place do not help.
An article on tech.blorge.com reports that Eric Almly is believed to have stolen 130 laptops from 24 different companies.
All of these companies have the same physical security barriers that most companies do - card machines, cameras, etc. The guy managed to get through them all with a smile and a calm personality.
It may be time to test out your physical security or at least accept that laptops will get legs.