Comedian Peter Kay had a digital camera and mobile phone stolen from his dressing room during a performance in his home town.
The comedian's camera contained backstage footage
The thief struck at a backstage room at the Albert Hall in Bolton.
Kay - famous for playing a disaster-prone nightclub owner in television's Phoenix Nights - said the incident had spoiled his return to the town.
The comedian has played four nights at the venue as part of his nationwide My Mum Wants a Bungalow tour.
Greater Manchester Police said on Friday that they were studying CCTV footage taken from the venue.
Security at the Albert Hall has now been stepped up.
Mr Kay said the camera was a wedding present and contained footage filmed backstage on the tour.
"I have played 141 nights all over the country and I just can't believe that now I return to my home town I have stuff stolen," he told the Bolton Evening News.
"I feel like I bend over backwards to do my town proud.
"I love Bolton and was looking forward to playing here for that very reason. Then something like this happens."
Mr Kay both writes and stars in the Channel Four comedy series Phoenix Nights.
Police are appealing for witnesses to the theft, which happened during the first half of the comedian's show on Tuesday.
A spokesperson for Bolton Council, which runs the venue, said: "We would appeal to whoever is responsible to return the items stolen from Peter Kay.
"We have got CCTV images and are working closely with the police on the investigation into this regrettable incident.
"We are stepping up security."