According to this Arstechnica piece, at least three UPS delivery men in the US have been caught stealing pre-launch copies of GTA IV and subsequently sacked.
"When we have a [big name release], we communicate it to operations and security teams. We have security in place at the facilities, and we make sure they understand to keep an eye out for things to exit the building," said a UPS boss character.
"We had tips from people inside, and some of them were discovered at intermediate hubs... it's easy to spot: flaps torn, some boxes are re-taped... They're not selling them, these people are stealing one copy."
See? GTA really does cause crime.