I work for an IT company in Australia & we have recovered 2 laptops in the last 4 months that were stolen, 1 in Australia & the other in New Zealand. Both times the thief used the laptop to check hotmail accounts & face book, We set management software to email us when the laptop comes on line. We can use scripts to silently load a keylogger that uploads the info every 5 minutes to an FTP site or set the webcam to do the same if we need to. The laptop in New Zealand was just a case of connecting a VNC session to the machine & watching the not very bright thief log in to her facebook account. She didn't notice that we were watching her. Report her name & the details of the IP address to the police & they obtained a physical address from the ISP & she was arrested leading to one unhappy thief & one very happy customer.
I know that other people who use the software have gone a lot further with logging info from the stolen device & have looked into uploading info from the microphone on the laptop & video streaming from the webcam.
Admittedly this only works with dumb thieves as a reimage of the laptop would have wiped the management software but recovery is possible in some cases.