It's happened to my dad twice.
Back years ago, he lived in a pretty rough neighborhood in West Oakland, CA. Had a bunch of guns stolen from his 'Bat-safe' hidden behind the bookcase in his bedroom--very James-Bondy cool, but not very secure. Definitely stolen by someone who knew exactly where to look. He never got any of those back.
A couple of years ago, he got hit again, this time in the podunk town in NV where he lives now. Again, definitely someone close, as these were behind a reinforced door in the cinder-block build-on inside the locked garage. Someone in the know kicked in a garage window and apparently had a key. Took all his long guns, only. Computer, cameras, other valuables left alone. They missed his handguns (not in a safe, just hidden incidentally under a pile of crap) and a classic pump-action Ruger .22 rifle that is a true tack-driver.
He duly reported everything, and so far has recovered one rifle, but not one of the good ones. (Like his left-handed .270 Savage...)
Definitely, the guys that do this kind of thing usually do so because they're too stupid to do anything else. My girlfriend recently had some of her stored paintings stolen from a storage container on a friend's property. They also took some crappy speakers and a mixer board and some other misc crap. Cops were called, took a report, nothing. About a week later, the friend noticed an ad in the free paper for his speakers and mixer board, along with some 'original art' for sale, all listed in separate ads with the same number.
Long story short, I responded to the ad, looked at 'his' stuff, said I'd think about it. My GF later went up to look at the artwork and didn't see any of hers, but when she asked about any other artwork, he described one of her own paintings in detail. We set up a sting-buy, the cops busted him with the stuff, he went to jail.
My point is, sometimes you have to do a lot of the footwork yourself--one of the detectives actually told me that we could do a lot more than they could.
So we did!
He's out again now, 6 months later.
D-bag. Keeping an eye on him.