When you empty it at night put a little note inside and give them something to think about - "Your fingerprints have been passed to the police" - although they may run off with your box to get rid of the evidence!
Or what about a mousetrap in there but don't get yourself!
Seriously, isn't it sad that people can't help themselves. My friends set up an honesty box for fruit, veg, eggs etc in the local forest where they live. They caught two adult mountain bikers emptying the money, less than £2, first thing in the morning. My same friends had been involved in a project in China helping poor farmers sell their rice for more and set up an honesty stall with them. They said the box could have the equivalent of a few hundred pounds in it that people could steal easily but in China it doesn't happen apparently.