One woman, who had travelled all the way from Finland for the three-day event, had Â£1,200 stolen which she had hoped to use to bag a coveted prize in a charity auction – watching a day of filming.
Bank worker Hannele Pakkala, 51, said she was devastated that her “dream of the tour is gone”.
She said: “Emmerdale is like a family to me. I know all the characters and know what has happened to them for years.”
West Midlands couple Robin Fletcher, 67, and Fiona Jones, 55, said they also say they had about Â£160 stolen.
More than 100 people attended the weekend’s celebrations at Weetwood Hall Hotel in Otley Road, which included opportunities to meet the stars of the Leeds-filmed soap, take a tour of the set and enjoy a masquerade ball on the Saturday night.
It was during the Saturday evening that the victims say their cash went missing.
In what could be a mystery plot straight out of the soap itself, the victims say money was taken out of their locked hotel rooms – but police say there was no sign of either forced entry or anyone using keycards to enter the rooms.
No CCTV covered the corridor outside, a spokesman for West Yorkshire Police said.
He said: “Two offences of theft have been recorded but, due to there being no further lines of enquiry, both crimes have been filed pending any new information coming to light.”
Mrs Pakkala said her friend Petriitta Norring also found Â£200 missing from her wallet, but had not reported this to police.
The hotel’s general manager, Steven Kershaw, said: "Weetwood Hall along with the police are currently investigating this allegation.
"We have installed the most up to date electronic lock system which clearly shows no access to the guest room.
"We will continue to work with the police as required.”
Witnesses or anyone with information can call police on 101 or Crimestoppers, anonymously, on 0800 555 111.