For 3 months I've been trying to get back my PS2 from an old friends house. I have the original box and two witnesses that know it's there. Countless times I've tried to contact them and get it back but every time one says ask my brother and the other doesn't reply. Would it be OK to file a theft report and a civil lawsuit due to the fact I never gave them permission to keep it?

A.R.S  § 13-1802 defines theft as:

A. A person commits theft if, without lawful authority, the person knowingly:

1. Controls property of another with the intent to deprive the other person of such property; or

2. Converts for an unauthorized term or use services or property of another entrusted to the defendant or placed in the defendant's possession for a limited, authorized term or use; or

3. Obtains services or property of another by means of any material misrepresentation with intent to deprive the other person of such property or services; or

4. Comes into control of lost, mislaid or misdelivered property of another under circumstances providing means of inquiry as to the true owner and appropriates such property to the person's own or another's use without reasonable efforts to notify the true owner; or

5. Controls property of another knowing or having reason to know that the property was stolen; or

6. Obtains services known to the defendant to be available only for compensation without paying or an agreement to pay the compensation or diverts another's services to the person's own or another's benefit without authority to do so.

Based upon this definition you would be able to file a theft report. You would do so at your local police department.  At that point if the system was not returned to you, you would be able to take further action if you felt it worthwhile.