Have you ever had items stolen from your bags at the airport?

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I just returned from a trip out west, and this morning, when I was going through my bags that I checked in to be under the plane, I found a TSA announcement saying that one of my bags had been checked. It was missing my hairbrush and a pretty expensive Leatherman (one of those all in one tools). And according to the website and the FIRST time my luggage went through, this is not illegal - only if you're trying to take it with you in the cabin of the plane as carry on. I'm infuriated! Have you ever had anything stolen from the airport and if so, what did you do and what was the outcome?