Frighteningly easy. Policing was very primitive and ad hoc - Greek city-states sometimes employed police forces (often of slaves), but in Rome, such a development would not occur until the era of the Empire. In both cases, maintenance of 'public order' was considered more important than finding the culprits of crimes. In order to track down criminals, typically one would rely on oneself, the community, or one's patron/client network. Obviously, this does not return a very high case closure rate.
Reinforcing this, the penalties for non-violent/non-aggravated theft by a Roman citizen were typically only fines - while expensive if-caught (and a mortal blow to one's reputation, all-important in Roman society), it's hardly the equivalent of a stint in prison as far as punishments go. The penalty for non-violent theft by non-citizens, however, could very easily (and quickly) escalate to death if the local magistrate felt it warranted it (though beatings, floggings, and enslavement were all more common options).
On the other hand, avoiding witnesses was much harder in Roman society. Romans had a very weak conception of privacy as we would recognize it - everyone was always in everyone else's business, and it was awfully suspicious if you weren't being nice and communal. I'm reminded of a provincial (Greek?) architect offering to make a house designed for a Roman Senator that would obscure everything within; the Senator scoffed and said that if it were possible, he would prefer the opposite - that the house be constructed so that everyone could see what went on inside at all times. Openness was virtuous - secrecy was suspect.