One of my flat mates keeps taking my stuff?

At first I thought I was looking my stuff but the things i've 'lost' have turned up in my flat mates room or on his girlfriend. I've attempted to confront him but he calls me crazy and that i'm seeing things. The others in the flat have seen him do it and have tried to confront him. I've had to throw him out of the flat twice because of his behaviour and because he was getting on everyone's nerves. I don't want to throw him out because then it makes rent and bills more expensive for the rest of us, but if at the end of my wits and I don't have the money to replace �500 worth of stuff which include; my conserves, a locket that used to belong to my grandmother and several hats and scarves. I don't want to get the police iinvolved because then my family will stick their noses in. Is there a way I can get my stuff back and sort him out?