As the previous reply says, you can't steal something if it was yours already. That's by definition - stealing can only be of something that isn't your possession.
However there are three ways you can have a problem despite this, partly referred to in the previous reply:
if there is a law or other legal basis for the other person to have control and keep that object, either for a while or indefinitely. So if your phone is legitimately taken by a police officer, you can't "steal" it but you may still not have the right to take it. This would be treated as some other felony/misdemeanor not "theft", though.
if you cannot gain legal access it, and would have to commit another kind of crime to get it back. So you can't legally get back money by hacking someone's bank account, or defrauding them, or get back an object by breaking down their front door or using illegal force, or by making unlawful threats and blackmail.
On the other hand, if you were invited by them to visit their house (or persuaded them to let you visit) and you found it and took it back while visiting under their consent, or they gave you a lift and while in the car you rummaged in the glove compartment and saw your property there, then the issue of legal consent for access is potentially a non-issue, meaning that taking it back under those conditions (even against their objections when they realised) may well be technically legal in many cases, depending on the exact facts of the case and applicable law.
(less likely) - if something has happened that means, technically, it isn't yours any more, or never was yours. For example, you accidentally give or throw your valuable phone away in error and someone else legitimately (in law) assumes ownership afterwards, or sign away or renounce something without realising it, or allow someone to use something in a way that gives them some ownership-like rights over it, so that by law you are deemed to have relinquished or waived some/all of your rights as an owner (the other person was honest and didn't defraud you), and you later try to take it back without consent, then in principle you could now be seen as stealing it back.
You might also believe something is absolutely yours but in fact legally you don't own it and never did. For example you 'bought' some music or software, or a right to use something under license, and believe you actually own it or that you have a moral right to own it. So, later on, you sell it, dispose of it to someone else, or treat it as yours, when in law, it never was yours to do these things. Technically depending on the situation and exact wording of the law, this might be construed as stealing, in some cases and some jurisdictions.
But these situations are much less likely, it is legally possible though.
Between these legal limits, there is a grey area where you can get it back in practice despite an illegality. For example if the unlawful access is so minor you are sure it won't be a criminal issue, or you're sure it wouldn't be reported, you might chance it. But that's not a legal issue as much as a personal one.
An interesting variant of this applies in English law, although I doubt it has any legal relevance in US law. In English law, "theft" was defined by the Theft Act 1968 as, "A person is guilty of theft if he dishonestly appropriates property belonging to another with intention to permanently deprive the other of it". This meant that a person who could show a court that they did not "intend" to "permanently deprive", or did not act "dishonestly" or "appropriate" the property (treat it as if they were its owner), might in fact have a strong legal defence against a charge of theft.
Update from comment below
"If you saw it in a shop would you be able to take it and run away?" - you wouldn't have to. In almost all cases if something isn't legally yours, you can't legally pass ownership to anyone else, such as a store, whether for money or not, because it wasn't ever yours to pass good (legal) title. So the item is still owned by its original legitimate owner, meaning the exact same legal position still applies as above, if you had discovered it was in someone's house. It could change hands many times (not just once) from thief to fence to store to shopper to friend as a gift, and even so, the same would still apply - it would remain yours in law.
If anything its a bit easier if you saw it in a shop. A shop usually consents to members of the public entering - they don't have to ask normally! - and you might ask to see the item or look closely (if it's locked in the window). You now have it with consent and without any crime. If confident, you can walk out completely legally with your possession. (Tracking down the "rogue" or recovering any money paid for it, is their problem not yours in the eyes of the law).
That said, realistically you wouldn't do it that way. This is slipping into personal view rather than law, but this is how I'd do it instead of "grab and run".
Assuming a "typical" store and store staff, you would ask them to fetch the manager, and you would explain firmly that you claim this is your stolen property, and therefore not owned by them (nor do they have any rights to make any decisions about it), and you are taking it back. You would offer sight of ID or some means of contact, telling them this is so that they have a means to contact you, if they wish to dispute it via lawyers or police. You would offer to wait for the police if they wish, but maintain that you are not parting with it and they may call the police if they disagree; when they arrive, tell the police exactly the same, and that you have given your ID and waited there, as a mark of good faith, and invite them to come back with you to see where you live or proof of purchase or anything else, if relevant. You would tell the police that if they think you have committed a crime according to the law then they must of course arrest you for it, but if not, you now wish to go. You would meet any police request to give it to the police or store by asserting that it is your property and you would rather not, or by asking if you will be committing a criminal offence (if so which) if you refuse, and refuse if you feel able to do so. Then follow whichever way it goes.
You would do these things because they are fair, reasonable, and they mark you out as someone asserting a right, not a thief yourself, and they reduce the odds that you will be taken for a thief, or meet with violence in their efforts to recover it.
After all, the storekeeper and police can claim "reasonable belief" for any of their actions afterwards, so its best that you reduce their likelihood of something nasty.