I'll take all the dollar bills in the world, burn half of em and give some of it back to the people. Massive deflation/Cheaper living ensues unless the US Treasury decides to print more of it.
I'd like to steal a Point of View gun from the series, "A Hitchhikers Guide to the Galaxy" make multiple PoV guns, and distribute them across the world, so that there would no more war.
Ooh, tough one. I think I'd steal a nuclear arsenal (manual included), and then I can get everything else from there by threatening everyone with it :D
Does it have to be a physical thing? If so, then all the gold that serves as the backing of monetary value around the world. Make that money worth nothing, so maybe people will come up with a different method of living. And I've always envied Scrooge McDuck's money bin.
I might steal Akihabara for all the sweet otaku stuff, steal a manga artist and make them draw hentai for me, or steal all of Japan so I can have all both those things plus all the other cute things in Japan(Sanrio, San-x, Mamegoma....) !