That is one of the worst feelings - the feeling that someone could so easily break into your car and get away with it.
Several years ago, I was living in an apartment building that was pretty cheap - especially for the neighborhood. We also had a period of very poor management so we sometimes had less than honest people coming and going. During this time, someone broke into my apartment. The scary thing was it happened during the day and it was obvious the person was not afraid of being disturbed. The only reason I was even aware that I'd been burglarized was that the drawers of my jewelry box were out of the cabinet and stacked on top of each other. If those hadn't been left that way, I'd probably not have known until a long time later since all that was taken was some jewelry that I rarely wore... and of course they were the only things I had of value. What made it worse was they took my Mom's engagement ring, a ring from an Aunt and a ring from a family friend who had passed away.
The police did at least send a uniformed officer to make out the report. Nothing came of it, though, since I had no one to suspect (well, nothing concrete) and the officer said that someone could try to find finger prints but it probably wouldn't work because of the surfaces in question plus it would leave a mess.
Quite honestly, I stayed home the next day to "guard" my apartment even though I knew I couldn't do so forever. I still have no jewelry of value.