Your focus items can be pretty much anything you like them to be and have any kind of backstory you like. Including them being stolen from other wizards. Keep in mind though, that a wizard will certainly be able to create a link to a focus crafted by his own hand, so if you left them alive, they might come and look for it. And maybe the magic of the stolen item slightly changes your own magic. Kind of like when Harry ate Kravos. Makes for some great trouble and invocations.
The only thing you have to look at, mechanically, is that you will still have to pay for focus items with your own focus item slots. Of course you can always say the focus you stole has more power than you can get out of, and that is a great way to spend a fate point when casting a spell or justify putting more focus item slots on the item. But reliably, you will only get as much out of it, as your own focus item slots allow.
Edit:
Harry getting Ebenezar's staff in Changes could be interpreted as him getting all kinds of compels early in the book, one of them taking away his staff, and then his player goes and offers the GM a fate point to get his staff back at the beginning of the final fight. Since he is in the middle of nowhere, he can't actually get his own staff back, and after arguing about it for a bit, they decide that Eb's staff should be close enough for it to work for Harry. Also, it gives them a great opportunity to introduce the Blackstaff to the game.