Bikes be getting stolen all kinds of over the place. Lock up yo bike.
When you live in Oakland, your bike will probably be stolen at one point. You might as well get pretty zen about it now and not get too attached. The best way to get to there is to try and get a bike for cheap-to-free.
If your entire bike doesn't get stolen, pieces of your bike will (seat, wheels, etc.). Strangely enough though, in many instances you can leave your groceries in your basket or a bottle of wine in your mug holder and nothing will happen to them.
Preventing Bike Theft
If you can lock your bike up indoors, you should definitely do this, especially around BART stations. Do not park your bike outside of BART stations. DO NOT PARK YOUR BIKE OUTSIDE OF BART STATIONS.
If you MUST lock your bike up outside, get a U-lock and include the wheel and frame when you lock it up. The ideal setup is to get a thick chain so that you can lock up your front wheel & frame with a U-lock, and wrap the chain around your back wheel. It also helps to lock your seat down. There are many bike stores that can help you get good locks and chains. (Note, carrying this lock in a certain way guarantees that you will look like the dreaded hipster.)
After the Fact
If your bike does get stolen, my condolences.
Sometimes, you can find stolen bikes at the Laney College Flea Market.
You can file a police report (I think?) See this info on registering your bike and filing a police report.
Go ahead, add your bike theft story. This is a healing exercise.
DO NOT PARK YOUR BIKE OUTSIDE OF BART STATIONS. I was lucky when I parked my bike outside at MacArthur. Somebody cut through my rope lock securing my front tire but didn't realize I also had a U-Lock on the back tire. They could have stolen the front tire at least since they took the trouble to cut through the cable, but they stole my seat instead. Another time a friend came over from San Francisco and parked their bike in my backyard. It wasn't there in the morning. My downstairs neighbors probably stole it since later on we found out when the old lady living downstairs died that she had been illegally subletting on Section 8 Housing and the subletters stole the washer and dryer after they got evicted. The moral of the story is to LOCK YOUR BIKE.
On the theme of "not locking your bike up outside of BART stations," once I was locking my bike up right outside the 19th St BART entrance when a Kaiser shuttle bus pulled up next to me. The bus driver opened the door and said "don't lock your bike up there! There's a man who comes around and steals bikes from here every day!" I also had a bike stolen out of a fenced in backyard overnight. And a bike seat stolen outside of West Oakland BART. If it's not yet clear, do not lock your bike up outside of BART stations.