Even things as big as a boot. They like to hide whatever they steal. They usually just put things they find interesting in a place that they consider safe and convenient for themselves. They usually have one or two stashes in your home. Once you find them, you can find anything that turns up missing.
Ferrets are also relatively intelligent for having such silly small brains.
They are able to solve problems which interest them. For example, how to get into the cabinet to drag away all the rolls of paper towels. However, this ability to get into and open things can be a problem, so see the section on ferret-proofing. Ferrets have good memory and know where they put things, like a squirrel remembers where he buries a nut. Ferrets can also develop special attachments to certain toys.