What can a guest do if a Hotel maid steals?

You can report it to the on site hotel management and they will hopefully pinpoint who was on shift at your room, cleaning it or otherwise.

Note that any hotel / motel guest retains the right to call the local police, and should call the police to (1) create an official record for legal action and insurance purposes (2) to protect other guests.

As well, guests should ask at the Front Desk if they have a safe. It may be a hassle to take your most expensive items to hotel staff to put into the safe, but it can save you in the long run.

Lastly, don't create temptations! Put coins and bill money out of sight; pack valuables into your strongest suitcase and lock it. Never prop the door of your room open to the hallway. If you have a patio door, stay close enough to see the door and make sure no one enters your room.