Can I See That?
If you didn't see your dog grab something he shouldn't, then it's too late to tell him to leave it, so you should also teach him to “drop it” on command.
Starting Out Right
You want your dog to willingly give you anything she has in her mouth when you ask for it, whether the item is hers, yours, or a stick from the yard. The way to get her to be happy giving you anything, even high-value items, is to do literally hundreds of object exchanges, or trades, with anything and everything she puts in her mouth from the moment your bring your dog home. Any time you notice her chewing or carrying something, approach her with a really good treat. Ask, “Can I see that?” (or “Drop it,” “Give,” or whatever you want your command to be) as you bring the treat right to her nose with one hand, and either lightly grasp or hold your hand out to catch what she has in her mouth. The instant she drops it, CR/treat. Inspect whatever she gave you, and if it's something legal, give it back to her. If not, redirect her attention and interest with something else.
Keeping the Drama Out of Drop It
How you approach your dog when he has something you're going to take from him (even temporarily, as a training exercise, or to make sure what he has is safe), makes all the difference in whether he's more likely to willingly give it to you, or feel the need to defend it. Approach him calmly, even if the item he has is something valuable to you. If you go storming after him, chances are he'll run from you, destroying or eating the object in his haste to keep it, or even become aggressive in his attempt to keep his treasure.
Don't neglect “drop it” training! You never know what you might need your dog to drop. Whether it's his own toys during fetch or tug-of-war games, or chicken bones from the trash, you need your dog to drop it the moment you say it, no matter what it is — it could save his life!
From the time you bring your dog home, never scold him or punish him for bringing something to you, even if it's something he wasn't supposed to have. He won't understand that you're punishing him for taking the item. To him, the punishment is for presenting it to you. Be happy to receive anything your dog brings. If your dog habitually picks up forbidden objects, good management of him and your stuff is crucial, unless you want object exchanges to be your full-time job until your dog matures.
