All RentalCover.com policies provide coverage for theft, fire and vandalism. Most rental companies will offer you a product called "Theft Protection" either online or at the rental desk, which insures you up to a fixed amount for loss and damage in the case that your rental car is stolen. This will generally be offered as a standalone product in the US and parts of Europe, or as an inclusion in a "premium" coverage product in Australia, NZ and the rest of Europe.
Some rental companies also include Theft Protection with your CDW purchase, in which case the policy is known as a Loss Damage Waiver (LDW). You will need to check your policy wording or contact your policy supplier to find out exactly what is included in your coverage.