Winona Ryder winonatheft.jpgDAYYYUUUUMMMMM! Ms. Sticky Fingers just can't stop!

Winona Ryder claims she's "LOST" $125,000-worth of Bulgari jewels that were loaned to her for the Marie Claire awards in Madrid earlier this week.

But super keen critics are floating the idea that maybe Winona STOLE the diamonds -- ya think?!

Of course you remember she got caught taking some clothing out of Saks in Beverly Hills, "on loan" and ended up being found guilty for that little mistake ...

In this case, Winona claims she gave the items to her hotel's front desk for safe keeping and that they went missing after that. But according to French mag Voici, hotel managers have not yet been able to turn up surveillance video to prove her claims ...