I line up solidly with Glockman99 on this one. Anyone taking your knife from your pocket has just armed themselves with a deadly weapon!!! By taking it from your pocket against your will they have already displayed flagrant disregard for your person. You have the right to defend yourself against that person's act of aggression. In case you miss the implication, you are now in a
CODE RED situation. React accordingly. Strike or fire to eliminate the threat this person's behavior poses. If your response is non-lethal and the "borrower" of your knife leaves the situation with merely a painful lesson learned, so much the better.
Something that has been hinted at by some of the earlier posts, although not stated explicitly, is the maintenance of what I'll call a "strict business-like" attitude. The goal is to preclude people around you feeling it would be an acceptable choice of behavior to remove something from your person. It's a delicate balance to strike so that people won't feel you're being overly macho, yet give them clear signals that your person & property are to be respected.
If the blade is something that is prohibited in your workplace, I recommend you stop carrying it there. Ceasing to carry it there minimizes your risk to corporate wrath & ends the problem with your co-workers taking it. If the blade is outside corporate policy levels, the "borrowers" of your blade can also make trouble for you by your carrying of it.
On the other hand, if the blade is within applicable limits, I would recommend you consider using the corporate structure to bring complaint against the "borrowers" through HR channels. It is a responsibility of an employer to provide a safe workplace for their employees. Keeping personnel on staff that commit such dangerous hijinks as the stealing of your knife (which it is) poses a liability risk to the company. A Risk Manager would probably say it's in the company's best interest to either remove these uncontrolled persons from their staff or initiate punitive action against them. I'd say find them a lot more work to do, so they don't have time for such hazardous fooling around.
The critical part of this post is the first paragraph. When someone takes a knife from your pocket against your will, they pose a threat to you. You have the right to defend yourself against that threat.