Stealing Types and Their Meaning

Yes, there is a whole lot of difference between Burglary, Rob, Mug, Shoplift or Petty Theft, Pinch, Flick, Nick, Embezzlement, Larceny, Library theft and Looting.

Burglary	Illegal entry of a building with intent to commit a crime, especially theft.
Rob	By external force or threatening
Mug	Attack and rob (someone) in a public place.
Shoplift or Petty Theft	Stealing from shops
Pinch, Flick, Nick	Friendly steal
Embezzlement	Theft or misappropriation of funds placed in one's trust or belonging to one's employer.
Larceny	Theft of personal property
Library theft	Stealing books, DVDs or other media from libraries
Looting	Steal goods from (a place), typically during a war or riot

Bonus:
Kleptomania: The inability to refrain from the urge for stealing items and is usually done for reasons other than personal use or financial gain.