Master art thief Myles J. Connor Jr. reveals the tricks of his trade in The Art of the Heist.

What is your most memorable heist?

The Rembrandt [from Boston's Museum of Fine Arts], no question about it. Not only was the painting the most valuable piece I ever stole, but the heist itself—going into the MFA in broad daylight and taking the painting off the wall—was the most brazen job of my entire career. The rush of walking in there like that and taking what I wanted, the feeling of holding a Rembrandt in my hands.... I spent months planning that heist, and everything went off like clockwork. We disappeared with the painting, and no one has been able to figure out how [my crew and I] did it—until now.

What makes art theft such an appealing subject for the general public?

Part of the interest is just a fascination with the practical aspects, wanting to know how it's done, how we get around the alarm systems, where the pieces go afterward, that kind of thing. Art thieves are a lot like magicians, and everyone wants to know how a magic trick works.

Has technology changed art theft in the 21st century from when you started out in the 1960s?

When you look at the big, successful heists of the last 20 years, like the Scottish Madonna or the theft of The Scream from the [Munch Museum and another version from the] Norwegian National Gallery, you realize that very little has changed. The stuff you see in the movies—some computer geek hacking into the museum's mainframe and disabling the alarms so his buddies can rappel in from the air ducts—just isn't realistic. I don't care how good you are; a top-notch security system is impossible to outsmart, and it's certainly not worth the effort. The best way to successfully execute a big score is still the way we did it when we took the Rembrandt: go in while the museum's open, grab the painting off the wall and muscle your way out.

If you could steal any piece of artwork in the world, what would it be?

The Truman Library in Independence, Mo., has a 700-year-old Japanese sword in its collection that I've had my eye on for some time. It's a wakizashi, a small side arm similar to a katana. It was made by Masamune, who is widely recognized as Japan's greatest sword smith. It's an absolutely beautiful piece, one of the rarest and most valuable Japanese swords in the world. That's something I would love to have for myself. But in terms of name recognition and sheer audacity, I'd take the Mona Lisa.