Does a forbidden door stop thieves?
Solution 1:
According to the wiki, "Most creatures will be stopped by any door or hatch, though some others can smash them...You can forbid doors to keep (most) hostile humanoids and creatures out, and your dwarves in."
Doors should stop ordinary goblin thieves and most "ordinary" creatures, like mandrills.
Creatures that can break down a door are going to be more interested in smashing than stealing.
EDIT: The comment is correct. This article clarifies that goblin snatchers can, in fact, bypass locked doors, but not floodgates, or anything similar that's secured with mechanisms and lever. Animal thieves are stopped by locked doors.