I got up in time to see them running and skipping off with something they've nicked (obviously they must have broken the window and grabbed whatever it is they liked the look of). I didn't bang on the window or call the police, I was a bit bleary eyed and it happened quickly... and on reflection I wouldn't want someone taking against me and throwing a brick through my window.
Should I have done something? I don't know who's car it is. Mine's on the other side of the road.