" ...and made sure all the doors and windows were locked."
I am not going to say anything...because I realize you recognized this woman who lives down the street from you and that you have often seen her three kids playing in your neighborhood? Being so close to the holidays we know no one out there would be trying to scam you, everyone has the christmas spirit.
Did you check to see is she left a mark on your door? I think they usually leave a sign for others once an "easy mark" is found.