Strange rocks obtained by training Thieving are part of the Dahmaroc statue. Two Strange rocks from each skill are required to complete the statue, which can be built once per week. Strange rocks may be stored inside a statue collection bag.
Attempting to pickpocket an NPC that a player has the Thieving level for (even if unsuccessful); stealing from stalls; stealing from chests. Master farmers are recommended for lower level thieves due to their left-click pickpocket option.
The Pyramid Plunder minigame can give strange rocks whilst pick-locking doors between rooms, but not from the urns, chests or sarcophagi.