Eidos have revealed that a fourth Thief game, with the old school and so 90's smelling title THI4F is in development at Eidos Montreal. The same studio that is working on Deus Ex 3. Let's hope they change that before the game comes out, we are going to call it Thief 4 regardless.
Official Thief 4 website
Perhaps we will get more information at E3, but Eidos already seem like they have a lot of titles to show in Los Angeles including Deus Ex 3, Mini Ninjas, Kane & Lynch 2 and Batman: Arkham Asylum.