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I know it's probably not the "correct" answer, but I'd go confront them.

As someone that's had their car broken into over 6 times, as well as had their license plate stolen 3 times, I'd do what I could to either help stop the crime, or at least get a good description to the police to get them caught.

EDIT: TO clarify: I'd go confront the people breaking into my car, and only respond with deadly force if they threaten me after confronting them.