Two things are common on the Playa, the first more common than the second...Both of which, though, can leave you pretty damn pissed off:
1) You park your bike with a group of other bikes, and then the cluster grows even HUGER while you're gone, making it really hard to find...To the point where you start to wonder if someone might have just taken off with it.
2) Someone from your camp (or outside of it) flat-out takes your bike, either with the intention of bringing it back shortly or not, but also either way, happening at a most-inconvenient time for you, cuz you REALLY need your bike NOW.
Know what I do? Chain your wheel to your frame when you put your bike anywhere you think it might sit for a long while unattended. If it can't be ridden, then it can't be taken (either with good intentions, or mistakenly, or maliciously).
How does this help in instance #1? Well...If you know nobody could have taken your bike, then you know it's got to be there somewhere...Either you got disoriented and are looking for it in the wrong place, or it's hidden under a tangle of newer bikes. Either way, you don't have to feel like an idiot while looking for it forever, only getting more and more frustrated. Knowing with a high degree of certainty that you'll find it eventually takes the hot anger or panic out of it.
And it really helps in finding your bike to leave your lights flashing or whatever when you're parking it somewhere at night.