Just as X-Con says, It depends on the crime. Crimes that don't hurt others wouldn't provoke me to call the police. However, if someone has been hurt, including theft, I would first try to talk them into turning themselves in.
If they refused to accept the consequences of their actions, I would be forced to call the authorities on them... and when they least expected it. Then I would go throw up and cry myself silly. I have to follow my conscience. If a loved one has forced me to choose between my integrity and moral beliefs, they didn't know me very well, after all.
I believe in Karma ~ take care of your wrongs, pay your dues and ask for forgiveness and you're life will be better. I would actually be protecting my loved one (in a way).
Sorry, didn't mean to get so deep...