Option One: Somehow glue/weld/seal those panels onto the roof.
They want 'em, they're gonna have to take the whole roof with them. Not very practical because it means that maintenance or replacing a panel due to damage is going to be virtually impossible. Plus, photovoltaic systems work better when they get air flow and are cooler - sealing them to the roof eliminates half the surface area normally exposed to moving air. Many of the panels we used were blemished, meaning that they were not under warranty, but for systems under warranty then welding or any such system would void the warranty.

Image via:
James Kao.
Another option: Use a racking system that essentially locks the panels into one large block.
One racking system out of Japan - the YS2 - essentially turns the system into one solid unit (making it a nightmare if you have to repair anything) but also making it hard to break apart and taking panels. Granted the system is still designed with screws, nuts and bolts, just like any other, so in theory someone could still break apart the block and get the panels. But, if it becomes difficult to break apart, it will be harder to take the whole system away at once. The same idea could be modified to make a make-shift frame built specifically for the size of the system (not effective with one panel but with a system of 8 or more, it might work). That way, even if someone could cut the "legs" of the system, they would have a hard time moving 8 panels (at 40 lbs a piece) together at once. It would take several people, and possibly a vehicle and hopefully by that point, someone from the community would be alerted and could round up the cavalry.
More Ways to Prevent Solar Panel Theft onPage 3