Most parts of cars are attached pretty firmly and need tools and time to get out, the gang were most likely after parts that could be easily stolen without many tools. These would typically be service items, consumables or covers/caps to access them. However, as you got the car started there's only a few things they may have taken:
- headlights
- air filter
- radiator cap cover
- oil filler cap
- oil/transmission fluid dipsticks
- relays/fuses
- hood ornaments/embellishments
Note that you wouldn't get far without a radiator cap cover, and if your oil cap was missing you'd know pretty quickly too. An air filter could be completely missing and you wouldn't know without checking, headlights you wouldn't know about until you turned them on unless your car has a warning system. With relays and fuses you may not realize one's missing until you try and roll down a window, use a radio, etc.
For the sake of completeness here's other items that could be stolen in a short time, but if these were gone you'd never have been able to drive:
- battery
- distributor
- spark plug cables
There could also be circuit boards and other parts that would be easily accessible, it's hard to say what without knowing the make and model of the car. A small team who knows what they're doing could strip the average car of everything listed above in less than 2 minutes, none of them high value, but all vital to the operation of your car. Check to make sure all of the items above are there, and that all your covers are in place, air filter still there, etc.