Transferable items, that are set to "share with group" (or something), can be taken into inventory by another member of that group. I had that long time ago, when I accidently picked up someone else's dance poseballs (wich I returned to the owner lol). Don't share things with groups, unless you're sure it's safe !
Also, transferable items can be picked up, by people who you have given the rights to edit your objects. Those people can only be the ones that actually are in your friendslist, at least at the point of the stealing. Don't give people these rights, unless you trust them enough ! Although you may accidently given them these rights via your friendslist box. Check this every now and then !
And in the event of you putting an object (horse) for sale, the default price can be 10 L$, before you change it. But, in the case of someone quickly buying it, you can see who paid you the 10 L$, in your transaction history, on the SL account website. In case of you're going to put stuff for sale, check if you're alone on the SIM, or even do this work in a skybox. No guarantee, but safer perhaps.
However, I doubt LL will call any of these 3 options stealing, because basicly it is... your fault
I don't know any other ways of stealing your objects, other than content theft by copybotting. But that wouldn't mean you lost your horse. Good luck