Happened to me once. I went after him with a golf club in my underwear. He gave the bike back.

Happened to me again! I bum-rushed him from behind and put him over the bike rack.

Generally I don't think I have that sort of thing in me, but you'd be incredibly surprised that switch that flips when you see someone trying to steal your bike.

//I've had 3 bikes stolen from me at ages 10, 19 and 26. It never get's easier =-(