Here is a free one-page roleplaying game called Honey Heist about criminal bears stealing honey by Grant Howitt.
Here is an article on using MacGuffins in fiction by Robert Wood.
If you understand these two items then you are ready to plan your first heist*. Please get writing.
If not here are some films to watch until you do understand:
The Thomas Crown Affair
The Italian Job
How to Beat the High Cost of Living
The Lavender Hill Mob
The remakes of those first three, and the Ocean sequels
The League of Gentlemen
For bonus marks:
A Fish Called Wanda
The Great Muppet Caper
Also Swordfish, maybe, and Hudson Hawk if you really feel the need. Sorry.
* Fictional heist. If you are going to try and steal something in real life then that is outside the bounds of this post.