Yesterday morning, Virginia House Speaker A.L. Philpott parked his car in Capitol Square under the watchful eyes of the Capitol Police, as he has done for the last 24 years.

When the 62-year-old Southside Democrat came back that afternoon, his 1979 Buick--and a 16-gauge shotgun in its trunk--were gone.

Philpott was the most recent and illustrious victim of what police say was a gang of teen-age joy riders who this week drove off the Capitol grounds with the cars of three legislators.

"It had been years since we'd had a car stolen," said a rueful Major A.P. Tucker, chief of the Capitol Police. Police had been asking legislators and the top state officials who are allowed to park in the area to leave their keys so others could not get blocked into the lot. After this week, Tucker says, parkers will be asked to take their keys or leave them with police.

Police today recovered all three cars but not Philpott's gun, a Remington Sportsman that was a gift from his father. "It's the sentimental value as much as anything," said Philpott's secretary, Mary Lee Barnette. She said Philpott had left the gun in the car in case he found a chance to go hunting during the session.

The thefts started Monday when Del. Clifton Woodrum (D-Roanoke), who had parked his car by a statue of Harry F. Byrd Sr., came back to find it missing. Republicans weren't spared, either. A 1979 Chevrolet belonging to Del. Joseph P. Crouch (R-Lynchburg) was taken yesterday.

"I was the butt of everyone's jokes for a day," said Woodrum. "But that stopped when the Speaker's car was stolen."

Today, Richmond police reported finding Woodrum's car in a ditch in the southern section of the city. Tucker drove to the site where he spotted two teen-agers driving Philpott's car. The thieves stopped the car, jumped out and eluded police.