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 roll