I've never seen anyone actually steal one, but I was on a MEL - LGW flight one February which left 30 degrees C in MEL and arrived to -4 C at LGW. It was back in the days of get off aircraft and hike across tarmac to terminal. One girl was wearing cotton skirt, skimpy T-shirt and flipflops, had no coat or anything, so the crew gave her a couple of blankets to wrap up in and said she could return them some time later.