Set a thief to catch a thief is a saying which implies that it is essential to understand the mindset of a criminal in order to solve the crime.

Once they have been caught they might be up before the beak.  The beak here is a magistrate.

Shop-lifting is a strange way of describing picking up goods from shops and taking them without paying.  Although it sounds like raising shops in the air, it is theft, of course.

The black sheep of the family is someone who is considered to be a disgrace.  Wool from black sheep is less useful than light coloured wool as it cannot easily be dyed.

I don’t trust him as far as I can throw him.
How far is that?

By fair means or foul
is any way at all.  But, the end doesn’t justify the means.
Even if the outcome of an action is good, wrongdoing can never be recommended.

You could drive a coach and horses through it.
This describes the holes in an argument.

Sharp practice may or may not be dishonest.

Pocket the difference is an expression about money.  It can refer to a genuine saving or to a fraudulent transaction.

A den of thieves is a phrase from Jesus words in Luke 19:45-46

A pack of lies is more than one lie or a completely untrue story.

Putting one over on someone means playing a trick on them, conning them or taking them for a ride.

Spin a yarn means tell a story.  If someone has spun you a yarn it probably was not true and they were stringing you along.

If you believed them you’ve been hoodwinked or bamboozled.  Someone may have been pulling the wool over your eyes.

A white lie is an untrue statement used when the truth might be hurtful.

An inside job is a crime where someone inside an organisation has worked with the criminals.

Courting disaster means embarking on a risky course of action.

Carry the can
means take the blame.  It was originally carry the can back and referred to getting the beer and returning the can.  (The Dictionary of Modern Phrase)

On the level describes someone’s honest work ethics.  The prophet Amos spoke about a plumb-line, which measures vertical as opposed to horizontal straightness.

He’s a law unto himself means he makes up his own rules and his behaviour cannot be predicted St Paul wrote this in connection with the Gentiles, who did not have the Law of Moses.  Romans 2:14   It echoes words from the Book of Judges, which describes a period in the history of Israel when everyone did what they saw fit.  Judges 21:25