That was your BTC > you contact police > they check BTC addresses > they finally find the one, where it was exchanged for real money (there always have to be that bridge BTC account (anonymous) => bank (your name), right?) > they contact bank > they caught him

I just read at Wikipedia.org about that guy, who has stolen 96000 BTC.

In late November 2013, as many as 96,000 bitcoins were stolen from the online drug website Sheep Marketplace. Users were able to track and trace the theft although the thief made efforts to launder transactions through a process called "tumbling". Although the coins were successfully traced they have not yet been recovered.

And I was thinking. This guy could be really really really  rich. But is he really? I don't know much about BTC, but it keeps (every server keeps it?) track of all transactions? So if he moves BTC to another account, there should be no problem in tracking him down. And once try to exchange it, he have to reveal his identity (bank account).

So at the end he doesn't own anything and he is in the same situation as before stealing. Am I missing something?