I like fiction books about art too. Tracy Chevalier writes some good YA fiction about the creation of certain pieces of work. Girl with a Pearl Earring was a good one. The movie... not so good. No theft involved though.
A good mystery involving art is The Flanders Panel by Arturo Pérez-Reverte. This is a murder mystery revolving around a chess game in a 15th century painting.
I can't think of any that I've read off the top of my head, except for a children's chapter book series by Blue Balliett: Chasing Vermeer, The Wright Three, and The Calder Game. I swear I've read adult books on the topic, but they must not have been that memorable.