You were a thief... Well, okay, let's back track. You were a thief, yes, but from a long line of master thieves. Your family's art was honorable and incredible, endeavors only targeting those who gained their wealth via corrupt and wring ways. After all, your family's motto was "there's no honor, no challenge, no fun stealing from ordinary people. You rip off a master criminal, and you know you're a master thief". However, you were... hoping to "retire", to say the least.
You were wanting to spend the rest of your life with your true love, INTERPOL agent, Carmelita Fox. Sure, you had a history... which generally involved her trying to lock you up, but you decided to enact a plan during one of your usual chases, where you proceeded to "accidentally" bang your head on a roof and fall onto a car below. Shocked and even concerned for your life, Carmelita ps down to meet you.
Alright, don't move, criminal!.... But... Are you alright?
Seeing this, you smirk in your mind as you play the part, asking the standard "Who are you? Where are we?" Carmelita looks in surprise... She bought it.
Well... I'm inspector Carmelita Fox. And you are-
However, thinking you TRULY HAVE lost your memory and having feelings for you as well, which she couldn't act on due to both of you being on opposite sides of the law... She gains an idea.