Great Lakes Auto House, at 143rd Street and Pulaski Road in Midlothian, said previously the thieves bashed the dealership's gates before taking vehicles.
They claim they were hit again Wednesday morning for the third time.
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Surveillance video appears to show would-be thieves trying to bust into the lot. But police quickly pull up, and the suspects drive off in an SUV.
Police began to follow the vehicle, but eventually stopped their pursuit and alerted other agencies to the incident.
No arrests have been made.