Here are the Movie Mavericks’ top 10 James Caan scenes from Michael Mann’s “Thief”. James Caan plays Frank, a jewel thief in Chicago who wants to do one last big job before retiring and living the American Dream. Looked down upon because of his profession and criminal past, he takes steps to have a normal life doing a dangerous job. These scenes are Caan’s best at showing the many sides of Frank: scorned ex-con, honest partner, professional jewel thief, friend, and badass.