Ahh, yes, we have several where we live in the woods... and they are quite the little thieves too, lol... I just put out new solar sidewalk / driveway lights and noticed the "heads" started going missing. The other day I watched one climb down from the tree, run over to the driveway, pull the head from the stake, and run back into the tree with it! Now there are several of my solar lights about 40' up in the big Hickory tree at the bottom of my yard
They also clean out my bird-feeders regularly, and are quite vocal when it's empty... I've not put anything in the feeders since mid-summer, so I think stealing my lights is their way of retaliation?