You should buy the lock and use the free sidearm to hunt down the offender.
I feel for ya - what kind of helmet was it? I leave mine on the seat or hanging from the side most of the time, but mine are lower-end varieties. (Why?
Check this out)
Some of the high-end Arais and Shoeis cost more than a set o' slip-ons - I'd be really pissed if I lost one of those.
Do you have another helmet??
I really want a Schuberth - flip-front, with a really cool slide-down sun shield built in. But they run around $500.

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"I hate to advocate drugs, alcohol, violence, or insanity to anyone, but they've always worked for me."
— HST