Noob

I barely ever lock it, so they could have gotten it open.

Maybe this is a weird question, but are oil caps highly thefted items? I noticed a burning smell, and when I checked under the hood, the cap was gone. Now, we've been to 4 shops looking for one. One guy sold me the wrong one, and when I told him it didn't fit, he came out and tried it himself. Then he grabbed some tools and went poking around in there because he thought the cap may have broken off. Maybe these caps are hard to find, and someone stole ours!