Neighbor Kids Keep Coming Into My Yard and Stealing Toys

I am hoping for some advice. We have two neighbor kids under age 8 who play with my kids (who are under 10.) We're friendly with the parents. At some point over the last 1.5 years, they started using our swing set whether or not we were in the yard and/or home. (Our yard has a tall fence surrounding it - they're coming through the gate.) I didn't care too much until recently when they started coming more frequently and, worse, starting stealing anything we left in the yard and breaking things. I made them return some of the toys (I said 'I need those toys back. I'll go inside and let's see what happens' and they suddenly re-appeared in the yard) and others I found in their yard after my kids freaked. (I'm all for sharing and making my kids clean up after themselves, but the stealing is constant now.) Now my kids don't want to play with these kids much and are paranoid about leaving anything around. We also have to lock the garage so they won't take anything out of there. Sometimes they kids are solo, and sometimes they're with their rotating roster of babysitters who also come into the yard. To be clear, my kids do not go over to their house unless they are already outside, or they knock and invite them out. I thought I liked a free range neighborhood but apparently I'm less cool with it in practice. A lock on the gate seems aggressive and, frankly, a huge pain for us. What is a polite, direct way to let them know that I no longer want kids in our yard if my kids aren't home? I'm nervous about causing tension but clearly need to draw some boundaries. via /r/Parenting http://bit.ly/2X4qNl5