They should sell those baby Jesus figures with a GPS already installed since so many of them get stolen. Another solution is to buy the inflatable Nativity scene. There’s no way to get the baby Jesus without stealing the whole thing.

A statue of the infant Jesus on display near Miami in Florida is being fitted with a Global Positioning System device after the original figurine was stolen.
[…]
The original vanished three weeks ago, despite being bolted to the ground.
[…]
A Jewish lawyer, Jeffrey Harris, from Cincinnati, who read about the theft on the internet, has donated the new Jesus figurine in the Founders Circle area of the city.

That was nice! He did it because he liked the Christmas spirit.