Thanks for the advice from everyone here. I went to South Padre Island and found the house of the couple we think stole the dog. I cased the place and rang the doorbell. I think they are up north in their RV. I showed pictures of the dog to a neighbor. He said he has not seen it.
 I left a message on their machine/cell phones that advises them to return the dog/call my friendand that I live in Texas and would be back from time to time to check on it.
 While we think these folks took the dog I can't understand why. Someone at the rv park saw the woman trying to get the dog in her trailer the day before it went missing. Also they left at 4AM the next day.  Their house is like 2 away from the water, with no yard. The dog they took is a border collie. This dog lives to run. These people have big bucks, why would they steal a 6 year old border collie from a poor cowboy in New Mexico? Anyway, I broke no laws and did what I could for my friend. I will go back this fall if he does not get the dog back

Sorry to hear you couldn't find it.  How can someone take a dog?  That is like taking someone's kid.  Damn.