They are rude, entitled and basically thieves.
Don't lend them anything any more if they see lending as ownership. Literally tell them why, "no I'm not lending that out because I know you won't want to give it back". Every time. They'll eventually stop asking.
Be more conscientious with your packing so you don't accidentally leave anything at theirs. If you think they're hiding your things during your stay deliberately so you forget to take it home with you, take a list of what you've packed down to the last tiny item and tick it off as you pack it for your return or better still, stay in a hotel.
If you see something at their house that's yours stop asking if you can take it back and just take it, don't give them the option of saying "no" as if it belongs to them and they have any say in it. They're being rude, if you meet that with niceness it'll be seen as weakness.
Firm and assertive is the way to go. It's your stuff and you're taking it back, it's not up for discussion and you don't need to justify why you want it back. It's yours, that's enough of a reason!
If they're taking, ie blatantly stealing, things from your house then don't invite them round. If they ask why tell them. It's not as if they don't know they're doing it.
Your partner is a wet lettuce accepting this behaviour from his family and needs to back you up in standing up to them over it. Otherwise you may as well get rid of him, because your entire life is going to be spent funding your in-laws if you don't.