While I was out, all my money was stolen.

Literal

Absence [possessive-の] during [time-に] money [object-を] all stolen-regrettably.

盗まれてしまった combines the passive of 盗む (to steal) with てしまう (regrettable completion). The adversative passive makes the speaker the victim. お金を全部 places emphasis on the completeness of the loss.