Oh yes. We call them "Brownies". They're mischievous little things but they don't mean harm, they're just curious and like to play with interesting little things!
When I can't find something I just ask for it back. "Okay guys, can I have my car keys back, please??" Sometimes it helps to offer a neat trinket in exchange (like the earring that's the mate to the one they already have anyway).
Silly, but it seems to work. Traditionally you're supposed to set out a saucer of cream for the local Brownies every now and then, but the cats and dogs would just drink it and poop everywhere so I don't do that and they seem to forgive me for it. I like to think they raid the bird feeders instead.
