One of the most stealing-like situations are those fetch item sidequests from a marketplace. For example, I may get an echo from Fuggers in Salzburg that they would like to get their hands on a certain Sworn statement which at the moment happens to be in the possession of Medici representatives in Berlin. So next time my band of virtuous christians is roaming night Berlin violating the curfew, they bribe guards, sneak to the Medici offices at the main marketplace, and after overcoming locks they will steal the statement. However, this quest may not always be wise to undergo from the point of risk evaluation (failure leads to a loss of reputation, imprisonment is also possible).
For an another example, I've heard that upon a disagreement over transaction with a certain dwarf, one may decide to retrieve an item desired by the sponsor by more violent means (a little tricky).
Other quest will require to obtain an item from a pagan altar. The altar is probably guarded, so purifying it by transformation potion in advance is useful.
There is also rob the robber vibe, aka retrieving the stolen articles or a treasure... Though overally, quest items aren't probably useable for anything else other than for handing them over.
Early in game it's profitable to plunder a raubitter's castle. When party gets inside (eg. by blowing up the gate, praying to a saint, or by climbing and sneaking around), they can fight through the castle. Items in chests are usually a higher quality than those looted from enemies. But mainly it's a profitable way to obtain otherwise expensive plate armor, early on. Later, already having a higher quality equipment, it's probably more effective to skip the slow exploration part and lay siege up on the castle. So after overcoming several waves of enemies with the robber knight as the cherry on top, party will sell the loot from bodies and claim the quest reward. Recently, my merry band is becoming rich by mixing and selling potions. So they are a kind of lazy to fight and are shotcutting the raubitter quest with the help of saints or by trying to sneak directly to the robber knight's bedroom (others will simply surrender upon his death).
While dealing with the problems at mines, there isn't reason not to help yourself with the content of chests. I remember high quality ingredients, potions, and also some relics. In the scenario, when a dwarf king have claimed the mine, it's advisable to steal his treasure in advance. So it is used as a currency during diplomatic negotiations with the king. However, mines makes heroes more famous than rich.
When trying to sabotage the Sabbat, I've read in the cluebook, that during one of the activities you can try to steal some magic ointments.
You can sometimes avoid paying taxes and fines, or get out of an obligatory benefice, by sneaking or using Speak Common skill, or by praying to a proper saint. Though in some cases it may lead into a loss of reputation or virue, or even fighting.