Plans for stealing the moon.
Shrink it
Well, this seems like the obvious solution. Just invent a shrink ray, zap the moon so it becomes the size of a basketball, then carry it home with you and mount it as a decoration in your home, a testament to your genius.
Problems: Inventing a shrink ray. No science exists that could possibly turn the moon into something of a manageable size. Even if you could somehow shrink the moon, you'd still have to figure out what to do with its mass - it wouldn't be any easier to move. Also, a moon-weight crushed into the size of a basketball would turn into a neutron star, which would probably burn your hands.
Plausibility rating: 0%
Move it
There are many ways of moving celestial objects, but most of them revolve around moving similarly-sized or bigger celestial objects, so that doesn't really help you. You're going to need a lot of energy. The sun has that kind of energy, so if you manage to have access to a Dyson Sphere, or set up an automatic process that can create a Dyson Sphere, you can use it to steal the moon.
Problems: Building a Dyson Sphere is difficult and will take a long time. Other countries will probably want in on it if they see you trying. Also, if you manage to single-handedly put together a Dyson Sphere and nobody stops you, you have essentially stolen the sun. Stealing the moon after that is just adding insult to injury.
Plausibility rating: 5%
Hide it
If your intent is to hold the moon for ransom, you don't actually need to steal it - you just need people to think it's been stolen. An army of solar-powered, self-replicating nanobots could, in time, convert the lunar surface into some kind of Vantablack like material, rendering the moon invisible. You can then pretend it's been stolen. Who would know the difference?
Problems: Almost everyone actually. A black moon would still obscure the stars behind it, and it would still have gravity, so the Earth's tides would remain. Also, self-replicating nanobots are still beyond modern technology, though they are not out of the realm of plausibility.
Plausibility rating: 15%
Defend it
Possession is nine-tenths of ownership, or something like that. If you can manage to set up a moon base, complete with a defensive array of missiles to shoot down anyone who tries to land on it, you have basically stolen the moon, even if it happens to be in the same place.
Problems: Fighting off all of Earth's armies at the same time is going to be difficult, especially in the long run. Nevertheless, this is one of the more plausible methods, since all you're fighting is other humans, not the laws of physics.
Plausibility rating: 25%
Make everyone agree it's yours
Maybe you're not interested in holding the moon for ransom - you just want everyone to agree that you own the moon. In that case, it's a simple matter of threatening everyone with enough force that they agree to give it to you. Maybe dust off one of those doomsday devices in your closet and see if you can pull it off. It's never worked before, but it's worth a shot, isn't it?
Plausibility rating: 50%