They should not be able to be taken. They're "locked" to your house, just like the gnomes. And as far as I know, the piggies shouldn't be able to eat them either.
Omg! This happened to me too!i let 6 pumkins outside my door and hours later it wasn't there!i was wondering if someone stole it or if the piggies eaten it :/
Following up, though this doesn't really hit on the first question - now that Zilloween is over, all your pumpkins will have rotted into other things. So make sure and check your front door for surprises!