What about a siren, like a car alarm, that is run off a battery. If the machine is unplugged then the siren will go off. A really loud obnoxious siren! You could have a tag on the electrical plug warning someone that a loud siren will sound if machine is unplugged. You could also have an override inside the cabinet. If the machine is screaming then the thief will move on to an easier target.
You could setup an arduino board that will also send you an email or text message that the machine has been unplugged.