I had a couple suggestions to throw out, both not serious and intended in good humor
Irony - Engineer a Wile E. Coyote trap resulting in an anvil dropped on their head while they make off with one. This is ironic in both in how they are stealing the object of their demise, and also in that it probably contains iron! This is problematic if you're on a budget as it would entail the purchase of another anvil.
Indiana Jones - Store the anvil on a weight sensitive pressure plate so when the anvil is removed they must sprint at least six miles an hour carrying the anvil or be crushed by a rolling boulder and the accompanied heavy stone door on a slow descend timer. If you arrive at your shop with a missing anvil and the trap sprung, look behind the door for a fedora and check for a name tag for the identity of your culprit. If you prosecute and convict the thief, you should get bonus points if you show up drunk to their parole hearing repeatedly disrupting the proceedings by pointing out architectural fixtures in the courthouse claiming"THAT BELONGS IN A MUSEUM!!"