I've got a game in a week and a half and just got asked via email if there are any thieves guilds in Sigil my friends TN thief/mage tiefling could contact with an eye towards joining. I've drawn a blank.
I guess it would also be awesome for any information about outer planar thieves guilds. Not after really detailed info, just anything off the top of your head.
Cheers 
As far as thieves guilds go, I only know of one but that is in Calimport, which is all the way in Toril so that might be a problem. The only other things I could suggest is to make one up or the Free League.
You know, I always assumed that the presence of Shemes(h)ka in Sigil essentially suppressed typical Thieves Guild activity. If there are thieves' guilds (or assassins' guilds), they likely bow their heads to Shemmy.
Sigil never struck me as a thieve's guild town. Shemmy (and a couple others) seems to run a lot of that kind of stuff. Maybe the Anarchist's do a lot of it too.
I think all the thieves guilds in Sigil are somehow connected to one high up or the other, and are possibly doing more spying then actual stealing. Perhaps there's an indep thieves guild, a bunch of thieving invids who are only together to deal with other, more numerous and powerful guilds.
Ican also imagine a group of Xaositect art-terrorists based at the hive ward but operating mainly on the Clerk's Ward and the Lady's Ward. I think that would be great.
The Revolutionary League is perhaps the widest reaching "thieving guild" on the planes. They operate in cells but still can be extremely effective when they want. And it is quite possible that they have agents in most major organisation (thieving or otherwise) too.
There's a bunch of guilds/gangs that operate out of Torch. I think that they mostly restrict their activities to that gate town but I guess that they could expand. I also have vague memories about jackal lords operating guilds in Sigil and I think that there was a fallen Warden Archon operating one too. There's also that criminal family in the PSCS that is trying to turn the shattered temple into a temple for Hades at the moment.
Can't remember any details but hopefully that jogs someones memory.
I have a tickle in the back of my brain about a thieves guild run by wererats? Anyone remembering something like that or should I lay off the pipe? 
Shemeska seems like a pretty logical choice, she is the king of the cross-trade after all. It also makes perfect sense that the Factions have this area of the market covered as well, they would be pretty quick to crush any non-aligned guild start ups, or at least try to bring them to heel.
I guess I have to get my head out of the more traditional fantasy mindset. This is going to be fun! 
Since everyone's got a faction in Sigil, I suppose organized crime is in the hand of folks like the Anarchists, Indeps, or maybe the Doomguard (or heavily influenced in its way of working, at least) who have their hands in lots of businesses.
How do we define thieves guilds at all? I've always viewed them as some kind of crime monopolists who unite all thieves, thugs and cutthroats of a city like Baldur's Gate or Westgate and eliminate every berk who engages in crosstrade without parting his stolen jink with them. Compared to Sigil with its more than half a million inhabitants these burgs are just hamlets whose underworld is rather easily conquered...
Sigil has a million permanent residents, according to In the Cage, as well as a million more transient residents.
Anyway, Dave King on his now-defunct website introduced Ni'ka, an ursinal crime lord who acts as primary rival of Shemeshka the Marauder. As far as anyone knows Ni'ka is a black-hearted fallen ursinal, but really that's a peel, and she uses her underworld connections to do oppose Shemeshka and do good in the parts of Sigil that need it the most.
So both figures run criminal empires in the Cage, each apparently identical when seen from without, although Ni'ka is a much kinder mistress when seen from the inside.
I did some work fleshing out both organizations with exotic races and powerful lieutenants, but of course anyone can do the same.
I remember something about wererats having a thing tooo...
Well, 'thieves' guild' strikes me as a generic fantasy term, and I don't really think it's Planescape's style. Sigil doesn't really have 'guilds' I would say, so much as factions, merchants, and ambitious individuals, all of whom may have underworld operations. Nothing really solid to be a guild.
I've always thought of a thieves' guild as being like a merchant company (usually has one of these as a front) that deals in crime (smuggling, racketeering, slave trade, assassinations, information, and actual theft). Examples from D&D are like the Shadow Thieves and the Xanathar....I don't think Sigil has any organization that stylistically mirrors that kind of thing (though, you could just make on up).
Well, there is Mr. Slur, the ooze sprite found on page 65 of the Planescape Monstrous Compendium III. He is said to be the head of a vast criminal organization, though he may have deeper plans in mind.
Never bothered with Thieves Guilds, instead there's organized crime more like the Mafia and the Triads. Some of these organized gangs may be tied to a particular culture or race, many started out that way, but many others are more mixed organizations after existing in Sigil's mixed community.
Idea!
You could borrow idea from Charles Dickens "Oliver Twist": and have gang of orphans from Gatehouse (they have orphan wing there) trained to be thieves by their patron or matron (Fagin like character).
"Is there a thief's guild in the guilded Cage?
I would have to say, yes. The evidence is quite amazing and for proof, one need only look no farther (if you can find it) than the Sigil Night Market where, as the chant goes, anything stolen during the day can be bought there that night.
Who runs the mysterious guilds?
While Shemeska makes a fine foil, a true master of crime never wears a title; let alone a title as grandoise as 'King of the Cross-Trade'. A title, I might add, that was self-appointed.
See, Sigil (while it houses many things), has its fair share of famous and infamous residents but moreso than Shemeska, the Baatezu, the Archons, and even more famous (but no less important) than Her Serenity, Herself, are its secrets. Maybe Shemeska does spout the truth and all crime is under her thumb but, equally likely and even more likely (but definately not less so) is that their is someone higher up the ladder than the infamous Marauder.
There are a great many illicit activities that can be traced, speculatively, to, and sometimes through, the Marauder's web of influence. This does not account for the varied crimes that do not.
Who, then, is the true Napoleon of Crime?
That, my fellow faction members, is what we are yet to discover. This grand mastermind is only alluded to simply by his absence. Much as a planetary body is found not by seeing it directly but, rather, by the way its gravity affects other objects."
- Segment of a lecture given at the Courthouse, and recorded on Mimir, by the Lupine Faction member, Toby.
I'd also add the Garianis mafia clan from Faction War. They're not a "thieves guild" exactly; they don't steal, they collect protection money. But they exist outside the law, and add to the underworld dynamics of the city.
All I could picture from this thread was a Rogue Modron used as a money counter in some thieves guild house, smoke hidden roof and only a small slither of light piercing through the one heavily curtained window.
I think there was group of good aligned thieves who specialize in stealing from fiends, Baatezu in particular.
They had its own prestige class detailed in "Fiendish Codex 2: The Tyrants of Nine Hells".
Alas, apart from that I dont remember much detail.
One-eyed, one-horned, flying, purple people eater says: "Monsters are nature's way for keeping XPs fresh."