A member of the public got in touch with Sussex Police about suspicious behaviour in Church Lane, Yapton, yesterday evening, a police spokesman said.
Officers and a dog unit went to the scene, searched the area and arrested four men in connection with the incident.
Detective Constable Ben Nield said: “We are appealing to anyone who noticed any suspicious behaviour in this area to get in contact with us immediately.
“We would like to speak to anyone who has fallen victim to this crime or has noticed anything missing from their cars.
“Please remain vigilant and remember to not leave anything valuable in your car, park in a well-lit area and ensure all windows and doors are locked.”
A 20-year-old man from Portsmouth was arrested on suspicion of theft from a motor vehicle, police said.
A 19-year-old man from Portsmouth was arrested on suspicion of attempted theft of a motor vehicle.
A 21-year-old man from Portsmouth was arrested on suspicion of vehicle interference and possession of a knife blade or sharp pointed article in a public place.
A 20-year-old man from Havant was arrested on suspicion of vehicle interference, going equipped for theft of a motor vehicle and possession of a class B drug.
All four suspects were custody, but have now been released under investigation, police said.