Funny this should come along. I am actually in a "disagreement" with one right now.
Last week I put a suet bird feeder on the corner of what's left of my back deck. After 2 days, the whole contraption disappeared, and I only found it this morning near my back fence. Put another suet chunk out, and 20 minutes later I caught the squirrel trying to steal it again.
So I relocated the feeder to what I thought was a more difficult spot to reach (it sure was for me), but it didn't take it long to shinny up the post and try some thievery again. It's a fat one, too; might be a pregnant female. I live in the 'burbs so my .22, even with Quiet rounds, isn't an option (at least not during the daytime.)
In the past, they've raided my peach tree before the fruit was ripe, too. One little b**tard grabbed a peach from the front yard, hauled it all the way to the railing on my back porch, and stared straight at me through the glass door while he ate it. They're not subtle when they want to send you a message.