The band said that the gear is worth more than $20,000.
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The Long Island based-Kelli Baker Band was playing a gig Sunday at Bowstring Pizza and Brewyard to wrap up a tour of the Carolinas.
They came back and normally would've taken the gear in, but they were exhausted from the trip and left the U-Haul attached to their red truck.
When they went to leave for New York on Monday morning, everything was gone.
The band was staying at the Hilton in the 3400 block of Wake Forest Road.
"We just want the instruments back, that's the biggest thing," said Kelli Baker. "There's a lot of sentimental value associated with this. That's the No. 1 thing we care about."
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The trailer had a full drum set, six guitars, three different amps, speaker stands, and more.
One of them is a very special orange Rickenbacker.
"This is our second time coming to this area," Baker said. "The people were so kind and nice and this is really unfortunate. It makes me sad that people feel the need to do things like this."
Raleigh Police is investigating. They said they believe the trailer was attached to another car and hauled away.
So far, no suspects have been identified.
Raleigh Police asks that anyone who believes they may have information that might assist the investigation is asked to visit Crimestoppers for anonymous reporting options or call (919) 996-1193.