Go get a 12V relay, a 12V Power supply and a loud 12V lower current piezo.
(Actually... you can use any power supply as long as the relay matches the
power supply specs)

Wire the Piezo to go off when the AC power to the boat is OFF. (you do
this by wiring the relay to normally CLOSED and use the power supply to keep
the relay OPEN or off by hooking up the PS to the relay coil. You wire the
boats 12V battery through a tiny breaker, through the relay switches NC and
common to the piezo)

So... When the shore power is unhooked and the genset is off the piezo horn
makes a nice annoying sound until someone turns it back on. If someone is
doing this on purpose, then it may scare them... if not, somone on the dock
may notice when the noise comes on and help you figure it out.

You also may want to notify the boats around you of the new alarm and how to
fix it by turning on your breaker.

I also like the Deer camera idea to catch the guy... my friend caught a
serial "car-keyer" with one...