Mega Stones cannot be taken or otherwise disturbed, be it through Trick, Knock Off, Thief, Switcheroo or Covet. I don't even think you can Fling them.
That said, what about Embargo and Magic Room? Has anyone tried that?
Both have already been mentioned in this thread, and neither have any effect on a pokemon with a megastone. They don't even prevent the pokemon from mega evolving if they have not already done so.