OK well, first off, there IS a Thieves' Guild (sidenote: They actually tend to act more like a nationalized insurance agency- pay a low monthly fee and you won't get mugged, etc.). That said, I can't think of many named thieves, beyond whoever the Guildmaster is.

Another possible Thief- Lobsang Ludd, the titular Thief of Time. Basically has a bunch of neat time manipulation powers, and was at one point a thief.

The Librarian (who, incidentally, is an orangutan) has been known to lift an item here or there, I believe.

The final, and now that I think of it, best, candidate for a Thief would be Corporal Nobby Nobbs, a corrupt-but-good policeman. He's always nicking stuff.