Use IR. If your tanks are stainless, then just aim an IR source from the cab top to someplace near the fuel cap, and monitor the reflection with the Arduino. Or put some retro reflective tape on the gas cap and point an IR laser at that, then monitor the reflected beam.
I would also buy the locking caps just to slow them down.
Also, when the beam is broken, light up the tanks with a few flood lights.
I can think of some other scares you could put into the thieves with a piece of black PVC and a couple of servo motors.
Or you could go low tech and mount a chain to the gas cap. But the chain would be inside a plastic sleeve and connected to a digital input on the arduino. As soon as the gas cap is no longer on the tank, the digital pin would go high and set off the alarms.