The Scream has been the target of a number of thefts and theft attempts. With some damage that has been suffered in these thefts. On 12 February 1994, the same day as the opening of the 1994 Winter Olympics in Lillehammer, two men broke into the National Gallery, Oslo, and stole its version of The Scream, leaving a note reading "Thanks for the poor security". The 1910 tempera on board version of The Scream was stolen on 22 August 2004, during daylight hours, when masked gunmen entered the Much Museum in Oslo and stole it and Munch's Madonna. A bystander photographed the robbers as they escaped to their car with the artwork. On 8 April 2005, Norwegian police arrested a suspect in connection with the theft, but the paintings still remained missing and it was rumored that they had been burned by the thieves to destroy evidence.
note some of this information is from Wikipedia