It came from the movies:
I swear this story is true. A gang of art thieve steal 5 million dollars worth of painting from the Chacara do Ceu museum in Rio de Janeiro on Friday. The escaped into a sea thousands of Brazilians during Carnival. The paintings were Pablo Picasso's "The Dance" and a book by him titled "Toros" Claude Monet's "Marine", Henri Matisse's "Garden of Luxembourg" and Salvador Dali's "Two Balconies." This caper sounds like it came from the movies: able to take the painting from a high security museum and making their getaway in a crowd parade.
Reminds me of another theft in Norway. On 22 August 2004, another original of The Scream, together with Munch's Madonna, was stolen (note that Munch painted several versions of The Scream). This time the thieves targeted the version held by the Munch Museum, from where the two paintings were stolen at gunpoint and during opening hours. Of course, six people has been arrested. Remember, crime does not pay... and knowing is half the battle.