The trick was that the paper/letter would be stuck to the back window. So you'd be out the car at the rear of it, when the thief nicks it.
If you see any note attached to your car, deal with it later.
Or continue to walk past your car is if its not yours, but remove the note on the way thru, screw it up and toss it. Then see if anyone comes out of a hiding spot within the next minute or so.