Not many paintings have been stolen once, let alone twice. Yet, Edvard Munch’s The Scream is a painting that has two thefts in its history, which add to its iconic status in the art world. The Scream was first stolen from The National Gallery of Norway in Oslo on February 22, 1994. 
Four men broke into the gallery and stole the painting, leaving behind a note saying “thanks for the poor security.” The theft received a good deal of media attention as the Winter Olympics were taking place in Norway at the time. The painting was recovered later that year with help from British agents. Another version of the painting was stolen again from the Munch Museum in Oslo on August 22, 2004. It was taken along with The Madonna, another work by Munch. A photo of the theft is pictured below. 
The theft of The Scream from a museum is not unusual given the extensive amount of European museums which have been victimized by thefts. 
After The Scream was recovered in 2006, it was put on public display. During the 5-day exhibition, 5,500 people visited to see the recovered painting, even though it had a lot of damage. It’s interesting, as noted by Robertson, that someone would steal something other than the original version. But whatever the reason behind the theft, it certainly added to the intrigue, controversy, and overall notoriety of the The Scream. As was written in the Smithsonian magazine in 2006, Munch’s The Scream, is “an icon of modern art, a Mona Lisa for our time." The face depicted in the work is considered to be the most famous face in Norway according to The Guardian.
While the thefts of The Scream paintings may not have the same cultural/political ramifications as say, Klimt’s Portrait of Bloch-Bower that was stolen by the Nazis, it is still well known for its controversy. I think it’s also considered culturally important as reflected by the Google search engine putting a photo of the Scream on its home page to celebrate his birthday. It is so associated with Western culture, that Munch’s works were the first of any western artist to be displayed in the National Gallery of Beijing. The thefts of The Scream have only added “posthumous misfortune and notoriety to a life filled with both” for Munch.
Although always popular, it seems like The Scream gained cultural popularity and iconic status after the thefts. It added a mystique to the painting’s history. It has been used on TV shows and in advertising. It was even featured on the TV show Doctor Who. I think that it is definitely true that the value of the work (any version or in print) has increased as a result of the thefts.
Here is an interesting article that provides several links to information on the black market for art:
http://blogs.usyd.edu.au/bizart/2006/08/the_black_market_the_other_bus.html