The Thieving Magpie (La Gazza Ladra) is a double live album by the British neo-progressive rock band Marillion. It was named after the introductory piece of classical music the band used before coming on stage during the Clutching at Straws tour 1987–1988, the overture to Rossini's opera La gazza ladra, which translates as "The Thieving Magpie". The album was released shortly after singer Fish's departure from the band (and before Steve Hogarth's arrival) and was intended to document the "Fish years". It complements the band's first live album Real to Reel insofar as there are no overlaps. The Thieving Magpie is not a continuous live recording, but a compilation of tracks recorded at different times and places, with audible gaps between them and different moods on the individual tracks. However, the double vinyl version does include the first side of the UK number one concept album Misplaced Childhood (1985). The CD and cassette version includes the full album, as well as the track "Freaks" – originally the b-side to "Lavender", it was used as the lead single for The Thieving Magpie peaking at no. 18 in the UK.

The album was produced by Christopher "Privet" Hedge, who had been Marillion's sound engineer from early on in their career.