Thief permanently steals a item from a wild pokemon and also if you are fighting a trainer.
There is a 5% chance of getting a chansey holding a lucky egg.
There is a 5% chance of getting a chansey on route 210(south), route 209 and in the trophy garden(After beating E4)in platinum.
I got this all from chansey, location of chansey and lucky egg
I recommend that you use a pokemon with frisk first to check if the chansey is holding a lucky egg.
Of all the pokemon that have frisk, none learn by level up, all have a second ability, and you have to trade from R/S/E to get them.