Front door light bulb keeps getting stolen

So our light bulb at the front door of our house keeps disappearing. This had happened about 5 times now. We want to report it but we feel like it's not that too much of a deal because it's just a lightbulb. Is there any way to prevent them from easily taking the light bulb?

Get a tiny video camera that will record for a long time and a large capacity SD card for it. Put it somewhere in a nearby window with view of the porch to see what is going on. Or, even put it in the car and point it at the house. That's trespassing. Our bulbs are exposed and no one has ever stolen them, so couldn't be squirrels. We have a lot of them around here, too.

Simplest way is to change the fitting for a sealed one with a long-life LED lamp in it. You can buy replacement lid screws with a non-standard way of turning them, like a star-shaped or hexagonal hole, but then you will also need the right screwdriver or a hexagonal (allen) key to open/close the lid. Since you may have a neigbour who objects to you leaving the lamp on all night, I'd buy an infra-red sensor lamp which lights only when somebody approaches it.

If you have a globe over the fixture, just take one of the screws out to the hardware store, ask them for tamper resistant machine screws the same size and thread, and a driver for them. 2 to 4 screws and a driver will not break you. It will be cheaper than the bulbs. Once the thief knows you are on to them, they will steal the bulbs somewhere else.

Since I am a devious electrician, I would do something devious and offensive and possibly injurious to the culprit! 

You might want to hide a camera and find out who it is. 

I'm curious, is it being taken in the dark, when it's on? Is it shining into a neighbor's bedroom window?

Wait outside and jump the guy or gal when they come to steal your stuff, or get some police lights and scare the crap out of him lol.