My LJ was taken from parkway plaza about two years ago. Also taken to mexico. They just recovered it and impounded it into a yard to wait for the insurance company about 3-4 months ago.(Who long ago had paid it off and declared it a loss, removing me from any responsibility or claim)
Sucked big time, but the next car I got was my XJ which for about a year and half now has met every need I've had. (And I'm pretty needy. wife, 3 kids, trailer, 40 mile roundtrip commute, etc)
Those dudes waited for my wife and kids to leave the rig, and while she was in walmart getting some baby stuff, they snatched it. She said it was fully locked (she's very good about that kind of thing), and was only in the store for about 25-30mins. Came out and thought she forgot where she parked it, until it dawned on her that she DID remember where she parked it. I just wasn't there anymore.

Super creepy to think that someone was following/watching my family. We don't go to that mall anymore...
They clocked the license crossing the border about 30mins after she notified the mall security/cops. FAST!! What they do is have someone follow you into the store, and while you shop, they radio to someone in the lot, next to the car, that you're "not comin' out". Then they steal it. They just use regular cell phones. easy-peasy.