When it was confirmed that Anastasia had purchased a $500 million pendant from 19th century Imperial Rome, it was inevitable that it was targeted by thieves, or more specifically a single thief. But there was a few things/factors that led to that thief being caught and the theft being foiled, not to mention being foiled in a way that wouldn't look out of place in a Home Alone movie or similar comedy movie.
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First, Anastasia was living at Habitat Homes until a proper "manor"/"palace" was built for her. Andre and Melissa were living on the same floor and both of them had met with PepsiCo. as a possible sponsor for their latest, Animalian-friendly version of SoBe. The fact that the Pepsi had met with them while they were both at a skate park wasn't overlooked, and Andre had left his skateboard outside his apartment door by accident.
But that accident happened to be the one thing that foiled this would-be thief. She was apparently so confident in her ability that she didn't notice the skateboard until she stepped on it. The fact that the skateboard was in line with her path made her tripping over it even funnier. But it was her reflexive shout (that most people make when they trip over similar things) that alerted Nightwatch, which were basically nocturnal Animalians who functioned as nighttime security guards in various locations.
Because she was apparently no stranger to nighttime burglaries, especially in places with large amounts of wealth (millionaire mansions, etc.), it was inevitably decided to "recruit" her to the Rhino Guard, Stealth Division. But her recruitment and conversion wouldn't take place until spring, and until then, she would be spending the next few months in a jail cell.
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Second, it was completely pointless trying to break into Anastasia's apartment to steal the pendant, simply because it wasn't in the apartment. When it's authenticity was confirmed, Anastasia loaned it to ASM to have a dress made that goes with it. Also, while Anastasia might have been a "prima", she wasn't so stupid as to keep it in her apartment. She had planned to only wear it for important/formal events in Animalia, and kept it locked up in a safe deposit box in a Nevada bank (name withdrawn for safety) outside of those times.
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As it was, this would-be thief ended up getting busted for a laundry list of charges related to theft, but it was the fact that she was foiled by a simple skateboard "in the right place and the right time" that ended up on both television shows and internet pages related to stupid criminals.