I just recently started doing makeup, and almost the exact same thing happened to me, except while I was doing makeup for 3 females at one of my good friend's house, one of her friends stole a few of my pigments, not samples, the full jars!
I was so mad when I saw empty spots in my drawer, I called my friend, and it seems her friend had been bragging about it and showing them off to the others after I'd left....needless to say I drove back over there in a hurry, got my pigments back and left...I haven't spoken to any of them since.
Fortunately we do get a discount on most of our purchases, unfortunately, a lot of our items might be discontinued, or may have been limited edition and no discount, so it might not be possible or economical to replace our missing items.
I can't wait for Barbie stuff to come out, but we won't be getting a discount on that stuff, so what if someone gets sticky fingers with those items? I think as a MUA you just have to take the good with the bad, and stealing is definitely a bad...