Getting You Car Stolen is a Nightmare. And Farmer's Insurance Knows Nightmares!
Other spots from the taglined "Sanity makes a comeback" effort were equally interesting. There's this wind insurance one where a woman's papers keep blowing around (wait for the part where she slams into the wall and breaks it - that's pretty funny), a confusing one where a woman leaps on a garbage truck and hitches a ride with a cop on a horse (it was fun guessing what that was for), and a pretty good one about transient suburbanites getting by after a house fire.
We like this campaign a lot - it does a neat job of crawling into the minds of people actually dealing with hazards in real-time.