Only two U.S. hospitals will let you use nitrous oxide for pain relief during birth

Maybe not where you are, but seems common in the NE (where I am) and the midlands (where I have family). Our ante-natal class was in a local community centre, and the midwife taking the class brought a couple of small bottles of Entonox.

Hospital thefts up here seem to almost exclusively involve opiates liberated by hospital staff, at least judging by media reports.