Anything you have in the room, lock it somehow. I remember when I lived in a similar situation. People used to steal my food all the time from the fridge, so I bought a lunch box to keep my food in. I put a lock on the lunch box, and then chained it to the inside of the fridge, so that it couldn't be removed and left to rot outside the fridge either by anyone spiteful.
Keep all of your clothes in a trunk. Put a lock on the trunk, then in a similar method to the fridge idea, chain the trunk to somewhere it won't be easily removed. Maybe the leg of the bed, or around the hinges of the door.
This is all just temporary solutions though. You will need to address the problem at it's heart - your roomate. Heres the deal = she has gotten away with stealing from you before, and nothing happened. Hence, she will now continue to steal from you, because she knows nothing will happen. You need to tell her to her face to not take your things without asking. Do this with friends present if you need backup, even if you have to ask them to come over (because they don't go to your school or something).
If this doesn't work, inform the caretaker of the dorm, and see what can be done. If they won't do anything, well, I hate to admit it, but you may have to wait it out until you can change dorms. Let her know though that you are aware of her stealing. She thinks that you think you are powerless to stop her. Make her realize that she thought wrong.
They make mini-fridges with a lock and footlockers cost about $45 a piece and you could possibly even find one for a couple bucks at a thrift shop. You can even put locks on your drawers and cabinets. I had to do this when I shared a house with a bunch of other people.
It sucks, and most of the stuff may be inexpensive... But all those little things start to add up over time.
Confront her about it. If you can't get through to her or if the theft continues regardless of whether or not she's confessed about it, then speak to the RA and then a mediation of some sort might be set up. If you go directly to the RA with the issue first, they'll probably send you right back to square one and have you talk about it first. Just don't use any accusatory statements and remain as neutral as possible. Example: "So I've been noticing that a few of my belongings have gone missing/some things of mine have been broken, and I was wondering if you knew anything about it." If she doesn't admit to it at that point or show any sort of sign that she was responsible, then I would bluntly ask if she had been using your things. I would end it with a statement about how comfortable or uncomfortable you feel with having things borrowed, used, or straight up taken so she understands the magnitude of the issue. If need be, lock things up or store important belongings that you feel are at risk.
You could just take all of her art supplies and arrange them in a pentagram on the floor, stick black candles on each corner and put the brush she stole and ruined laid in the middle with the words "I know what you did painted on the floor".
It could just be simpler to just get a lock chest or locking draws for your stuff, if it is good enough for every D&D based character with common sense then it is good enough for you.
You shouldn't have to lock up your valuables, but since she's been stealing them, you need to. Even though the paintbrush was ruined, you still should have taken it back (if you didn't when you saw that it was ruined). Confront her about it and if she still doesn't stop, then change rooms as soon as possible.
I've experienced a similar things like this before. You must have the courage to confront her. I know it's hard, but you just have to tell her. If you don't, nothing will happen; it might just get worse. I agree with @~wakige, I'd do that too even though usually I've been a calm person xD if someone mistreats me, they're gonna pay for it. and yes even though I'm a weak person hihi BUT SERIOUSLY! You have two choices. Confront her, or just keep it to yourself and let her steal more of your stuffs. or even worse.
Talk to your RA about it. Don't go directly to the person in charge of the entire dorm. You should have an RA that's in charge of just your floor or your hall or something. If your RA doesn't do anything about it and it continues to be a problem, THEN go to the next higher up.
I'm actually planning on buying one of those big trunks that lock when I go home this weekend to keep everything she might like in. I already have a little one I keep in my drawer for really valuable stuff like my rings and money and whatnots, but I can't protect all the little things she wants with that.
Thanks for the feedback all of you, and going to the lady in charge is probably best. Can't believe that hasn't already occurred to me.. I'm doing that first thing friday, since she's never here on thursdays. And the reason I'm scared to confront her isn't just because I'm shy, but because I've seen her get in fights with people and fighting, either verbal or physical just isn't for me. For the most part everyone on this campus is pretty civilized, but she isn't. She gets in fights with the people in the rooms around us, over stupid, stupid things, and half the hall avoids her like she's a plague. So understand that I can't do that. x_x
Write your name on your belongings with a sharpie. You want her to continue taking your stuff? Then confront her. Report her to whomever is in charge in the dorm. Though, I'm sure for things concerning theft, they would probably ask for evidence.
Jeez, what a crappy roommate! I consider "home" to be a safe place for me to relax and be myself, but in your situation - I would constantly be on edge! If I were in your shoes right now, I would need a hug.
Honestly, you really need to confront her about this. I don't know much about college dorms (I'm moving into my single room dorm next year for my third year), but I do know that there's usually a teacher or someone who monitors the dorms. You should threaten her with telling that person, but above all - you really do need to confront her at this point. I know that can be hard if she's intimidating, and if you are a little shy ... but it's either that, or continue having her steal your stuff and waste so much of your money. It could just be a 20$ quality paint brush today, and a priceless gold necklace tomorrow.
If I were REALLY in your shoes, I would have picked up my paintbrush from within her crafts organizer, waited for her to leave the bathroom, and then asked her "what's my paintbrush doing in your crap? I looked everywhere for this! It cost me twenty dolla―oh my aksdhkasjhdkjashkjdashd. It's RUINED!" No seriously, I would do that. Hopefully after that, she'll realize that I go ape shit crazy when people touch my stuff. I'd also probably demand that she buys me another brush.
This isn't just her dorm. It's YOUR dorm. YOUR home, too. You need to fight to make this place just as homey as your family home. Your roommate needs to learn that you can't be pushed aside and stepped on. The reason she's intimidating is because you let her be the way she wants. Reverse the roles now!