ROBERT PROSKY is both pleased and displeased by the early excitement over "Thief," the new movie in which he co-stars with James Caan and Tuesday Weld. Pleased because his agent has been getting "all kinds of phone calls" about Prosky after just one advance screening. Displeased because the callers, when they finish praising Prosky's work are asking questions like "Who is Bob Prosky?"

After 30 years as an actor, and more than 200 parts, Prosky doesn't think his identity should be a mystery. "I probably have done more stage work than anyone in the country," he says, guesstimating from 23 years' service with Arena Stage and assorted free-lance work. "And yet I'm not that well known in the movie world or the stage world or anywhere else.

"I have spent my career doing Shaw, Shakespeare, Chekhov, good new plays -- the kind of things that would make most actors' mouths water," he says. "If I had set out to build myself a background for an actor, I don't know if I could come up with a better one . . . My resume is getting ridiculous."

In "Thief," which opens here Friday, Prosky plays a Chicago underworld figure -- a "fence among fences," as he describes him -- who struggles to keep Caan (the title character) in the burglary business. It is a much more prominent part than the one Prosky played in the 1978 movie "The Brinks Job," and in the advertising for "Thief," his name has wound up sitting snugly under the title, preceded only by the two co-stars. So when Arena's Zelda Fichandler kids him about his imminent disappearance to Hollywood, it isn't entirely a kidding matter.

During Prosky's unprecedented tenure as a member of the Arena company, there have been many outside opportunities, from the Broadway production of "Moonchildren" to a children's TV show called "Jabberwocky" to the mini-series "Beacon Hill." If any of these had been more successful than it was, Prosky might not be back at Arena today, playing a voluble Armenian cancer patient in Ronald Ribman's "Cold Storage."

Has he ever considered abandoning Washington for good?

"Monthly," he replies.

He delivers that reply from the cozy living room of his Capitol Hill home. Traditionally, the actor is an interloper, an outcast, a temporary visitor to the community of responsible citizens. But by Captiol Hill's standards of permanence, Prosky rates as a model of stability. He and his wife Ida, a "resource teacher" at the Capitol Hill Day School (she arranges special programs that take advantage of community resources), have owned the same house for 15 years.Prosky just re-did the downstairs bathroom, doing everything but the tile work himself. They have raised three sons, now 20, 18 and 15.

At 50, Prosky is a rare specimen of thespis Americanus -- and he knows it. He has stayed in one habitat far longer than most members of his species. iAnd the habitat itself is an exotic one. "What Arena has exists in very few places in the country," he says, "and for an actor who wants to be an actor and who wants the kind of base I have with his family and his community, it's very difficult. I have had to turn down a lot of things."

And he has had to accept a lot of things. In the last year or so, he has appeared in "Thief"; done commercials; played the captain of the Hindenberg in a docudrama for Home Box Office; done cartoon voices for a series of public-service ads sponsored by the Department of Agriculture; and contributed his services as narrator to, among other things, campaign films for John Glenn, Morris Udall and John Culver ("my only loser").

Without such supplementary employment, he says, putting two children through college simultaneously would be impossible. And his view of the actor's life can be disarmingly practical. Recently, he gave a talk about "Hamlet" to a group of Gonzaga High School students that included his actor son John. "I tried to give them an actors' viewpoint on Shakespeare," he says. "That as an actor you're not supposed to genuflect when you hear his name. That he wrote the plays mostly to make a buck and there's a lot there that's just to be enjoyed."

If Prosky could have his druthers, however, he would alter the mix of his career to include one or two films a year and a correspondingly lighter schedule back at Arena.

He read for "Thief" a year ago, after the Arena company had come back from performing "You Can't Take It With You" and "After the Fall" in Hong Kong. When he finished reading for the fence role, writer-director Michael Mann told him, "That's perfect, that's exactly what I was thinking of when I wrote it."

"Oh sure," Prosky told himself sarcastically -- on the old auditioning principle that the more eager they sound, the less likely you are to get the job. But by the time he had returned here from his New York audition, an offer was waiting. And after resolving a schedule conflict with Zelda Fichlandler -- one of many such accomodations that are part of the routine of keeping a resident theater company together -- he accepted. (Because of a postponement in the shooting schedule, Prosky wound up missing only three performances of "After the Fall" in order to do "Thief.")

Last summer, when Prosky went to Chicago and Los Angeles to shoot the movie, he took some of his stage habits with him. His fondness for research, for example. He researched the part by fraternizing with a group of former thieves hired as consultants; by visiting the Chicago police academy to learn to fire a .357 magnum; and by asking a physiologist friend what it would be like to be shot in the head with a .45. The last inquiry brought a surprising answer: The victim of a head wound tends to go through violent jerking motions in his last few moments of life. (Hence, according to Prosky's source, Laurence Olivier as "Richard III" stands as one of the few movie actors who has ever died realistically from such a wound. Prosky hopes to join this elite corps with his role in "Thief," although he isn't sure the director used the ideal take of his death scene.)

He didn't always mean to be an actor. After a Polish-American childhood in Philadelphia (his legal name is Porzuczek), he majored in economics at Temple University, joined the Air Force, and abruptly un-joined when his father died and his mother needed him to run the family grocery store. But he had been acting, non-professionally, ever since a high-school assignment as the stage manager in "Our Town." And when he won an acting contest that gave him a role at the Bucks County Playhouse (with Walter Matthau, among others, on the same stage), he decided to make the move from amateur to professional. He won a scholarship at the American Theater Wing in New York, and "my mother released me from my obligation in Philadelphia," he says, "to her eternal credit."

He studied in New York for two years, and began to get parts -- often playing the same "funny fat men" who had been his specialty in the amateur days. "Maybe the lowest point -- or maybe the highest point -- was when I did 'Will Success Spoil Rock Hunter?' with a former stripper. I have often thought that from that to 'Galileo' was quite a journey."

In the fall of 1958, he auditioned for Arena Stage -- specifically, for the part of the sheriff in "The Front Page." He says he can't quite remember why he decided to take that job instead of a better-paying offer he had at the same time. In any case, he meant to do one play and go back to New York, but a number of things intervened -- most notably, his future wife, whom he met at the end of that first Arena season.

In his early years at Arena, Prosky says he would "ask for the biggest part that was available, and then find out if I liked it." Three years passed before he played his first leads -- in Bernard Shaw's "Misalliance" and Ben Johnson's "Volpone." In recent years, he hasn't had to agitate so hard, but "it hasn't always been moonlight and roses," he says.

When Fichandler's staging of "Death of a Salesman" opened in 1974, "it was like my mother wrote all the reviews," Prosky recalls. "It was a great experience for everybody. There were standing ovations every night." But two weeks into the run, the director left Prosky four complete notepads' worth of criticisms. "And I was furious," he says. "And I stormed up to her office and we wrangled with each other for it must have been close to an hour. And I left maybe even more angry than I was before.

"The moral to this story is we were good before, but that night we went to the moon. The show really went to another level."

Prosky is about to direct his first full-scale Arena production, David Mamet's "American Buffalo" (with a Chicago underworld setting that coincidentally resembles the setting of "Thief.") But he says directing isn't the fulfillment of a life's wish or the beginning of a major new career. In fact, he doesn't usually get deeply involved in the annual planning process at Arena because, he says, "I'm not that literary an individual."

One of the characters he has played, the Bronx-Jewish grandfather in Clifford Odets' "Awake and Sing," defends his knowledge of the world by saying, "I'm reading from books a whole lifetime." Prosky has his own autobiographical paraphrases of Odets' line.

"I'm reading from plays a whole lifetime," he says. "And it's a pretty good education."