I like the branding iron idea from Ef. But a chip is a wonderful idea! If I had hives outside my yard, I think I would do that.
If hives are stolen in the winter, it does make sense that it sure might be other beekeepers. However, I'm also thinking that these hives may have been stolen for the honey, without consideration or knowledge, or maybe they don't care, of what happens to the bees being knocked around while being stolen.