To ensure you are in the absolute right, verify the following:
did anyone in your household use the books?
did anyone in your household borrow the books?
do you take your books out of the house yourself (to other games)?
do other family members take your books out of the house?
When was the last time they were seen?
Assuming the answers to the above questions basically lead to nobody but you and your group uses the books, and they don't normally leave the house, you've got reasonable evidence that somebody in your group is stealing your books. Note that doesn't constitute evidence of WHO is stealing them.
You could try to catch the thief, or try to prevent further thefts. Certainly writing your name in the book makes it easy to prevent accidental book grabs (i've had my players walk off with my PHB twice by mistake, easily corrected and it was different players). The thief, short of catching him redhanded, will never bring your books to where you can check. Most likely, they'll be sold if there's a name in them, or his name will be written in them to make them his "new book from E-bay"
To catch the thief, you'll need to stay reasonably calm and not escalate the problem. You need to set a trap, and the thief has to think things are back to normal. Have some bait, new books, unlabeled around the game area, like normal. If you can, set up a camera to record. For $100 or so, X10 (yeah, those spam guys) will sell you a wireless camera rig you can hook to your VCR, that's 6 hours of taping. This would get you a reasonable chance of detecting the actual theft.
The other method, is harder to prove. If the thief takes the bait, and then returns with a story of "too bad you lost yours, but I just got one off e-bay" story, then question them. Ask them to describe how they purchased the book, how they hunted for it. Watch their eyes. Lawyers know this trick. The eyes will go to one direction while recalling an actual event, and the eyes will go the opposite side if they are fabricating the event in their mind. It is reversed for left-handers. I can't recall which direction is which, but the two points are up and left versus up and right. You should be able to run some tests with a family member. It really works, unless the subject is actively trying to avoid the natural eye action. This is different than the "look me in the eyes" treatment you usually hear. I read about this some time ago, but can't relocate the information.
Your other approach is to tell the group that you've had 4 books vanish, and that thievery is suspected. If someone says "I don't like you implying I'm a thief" you can reply, "I don't like having my stuff stolen" Now this leads to lawyer trick #2 (I am not a lawyer). Someone who is guilty, doesn't usually challenge the accusation, they challenge the evidence. An innocent person who is wrongly accused will get adamant and say "I didn't do it!" A guilty person will say "you don't have any evidence of that" This may be a psychological trait that the brain tries to avoid actual lying as much as possible. If you start getting responses like that, you've probably got your man.
Assuming you're not going to court over this, all you need is to stop the thefts and get rid of the thief. You can't justify search and siezure, you've got no right. But you do have the right to come to your own conclusions about who did it, and kick them out of your house, never to return.
Good luck,
Janx