2011-09-22 : If Master Thief ceases to be under your control before its ability resolves, you won’t gain control of the targeted artifact at all.

2011-09-22 : If Master Thief leaves the battlefield, you no longer control it, and its control-change effect ends.

2011-09-22 : If another player gains control of Master Thief, its control-change effect ends. Regaining control of Master Thief won’t cause you to regain control of the artifact.