Several witnesses recorded video of the crime Friday evening at The Mall at Rockingham Park in Salem.
Police say the man had the small girl climb into the bottom of the Key Master where prizes are dropped for winners and reach up and grab various items and hand them to him.
The child eventually reaches a Nintendo DS gaming system and a Nintendo Switch.
Police say the man, who also had a young boy with him, then left the area with the children and stolen items.
The adult has not yet been identified.
The Associated Press contributed to this report.