Thieves entered a locker at Riverside Leisure Centre, Chelmsford, and took two car keys.
A Ford Fiesta and Peugeot 206 were taken from the car park, and although later recovered items inside including clothing, an iPhone 5, sunglasses and a pushchair were not found.
The incident happened at around 3pm on May 5.
Police want to speak to a man and a woman (pictured) in connection with the incident.
Anyone who can identify the pair should contact PC Miccy Turton at Chelmsford police station on 101 or Crimestoppers on 0800 555 111.
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