Astronomical observatories were not always as big as the huge constructs we see today, like the ESO VLT in Chile and the Keck Telescopes on Hawaii. Back in the day, they were much smaller.
Pittsburgh’s Allegheny Observatory has the 13″ (33cm) Fitz Refractor, which was the third largest in the world when it was built in 1861. A 13″ lens is not all that big, and, in fact, it is possible for a single person to carry it away. This was what happened in 1872, when a thief stole the lens and held it for ransom.
The old story goes that Professor Samuel P. Langley received a letter from the thief that stated that he should meet with him in the woods behind the observatory at midnight or he would never see his lens again. Supposedly Langley did meet with the thief and told him that no ransom would be paid. Prof. Langley and the thief the parted ways, without having resolved the situation, and the lens was still missing.
It seems that a newspaper investigative reporter from the Pittsburgh Leader, who covered the case, was responsible for the eventual recovery of the lens. His investigation allegedly prompted the lens-napper to flee after a few months, for fear of discovery, leaving the lens behind in a hotel trash basket. The lens was badly scratched, so Prof. Langley sent it to the lens-maker Alvan Clark to re-polish, and it wound up better than before. Clark’s name was added to the now “Fitz-Clark Refractor” in gratitude.
To this day, the identity of the lens thief remains unknown. Since the entire affair is so shrouded in mystery, the belief is that Prof. Langley knew the person that stole the lens and that it’s “safe” return was conditioned so that the thief would remain anonymous. It is of course debatable whether leaving the lens in a trash basket is considered safe, but at least it was recovered in the end.
With the size of modern day telescopes, such things are unlikely to happen again, although it would have a certain entertainment value to see someone trying to sneak away with one of the 1.8m wide mirror segments from the Keck telescopes, or one of the 8m primary mirrors from the VLT. But one would certainly have to go to somewhat more elaborate schemes than just walking in and removing it, if one wants to pull such things off today.