HOME DEPOT accepts stolen goods in exchange for store credit! Home Depot nationwide policy is to NOT protect the public. Nationwide

Home Depot is not your insurance agency and is not responsible for someone stealing your items.  As that is EXACTLY what you are asking them to do.  You want them to basically take the "loss" because someone stole from you.

You say..well they returned it without a receipt and it was what I bought.  Okay...so what if you had given it to them as part of their "payment", but then had second thoughts about it and figure you would come up with this story?  What if they actually paid for that stuff on a different transaction and legitimately lost the receipt.  Oh and I am not saying that this is the case, but the fact is that Home Depot has no idea what the truth is.

Your case is further hindered by your refusal to file a police report.  You say it is because of your safety.  Really?  Interesting how you weren't afraid when you hired them and had them work on your project and you weren't afraid then.  Hopefully it has nothing to do with the fact that you really did just hire them off of the street and have no idea who they are(or if they are even legal to work in the US) and figure if you reported them to the police you may have to answer other questions you don't want to answer. 

In the end they won't help..because you are doing nothing to help them.  I am sorry that this happened,  but this is NOT a RipOff by Home Depot.

I am curious as to exactly what you want them to do?