How did 贼 come to mean "extremely"?
Short answer:
Just for the convenience of writing, it has nothing relationship with &quot;Thief&quot;.

Detailed explaination:
Keep in mind: Some word in Chinese is just a pronounciation, it has no official word.
So, in your case, how did 贼 come to mean: extremely:
The answer is: for the convenience of writing.
Originally, people would say this orally:

这部电影zéi好看
我们家乡冬天zéi冷
那个人zéi有钱

When putting these word to paper, people would write the zéi with the commonly used character 贼.
also another examples:

我们那嘎达贼冷.
我们那疙瘩贼冷

here, 嘎达 = 疙瘩 , they don't have the meaning, just have the same pronunciation with the 东北方言. (north-Eastern Chinese dialect)  .
also:

bo leng gai, means 膝盖. (knee)


我昨天打球受伤了, 波棱盖疼
我昨天打球受伤了, 拨了盖疼


ga3 ji1 wo1: means 腋下 (underarm)


天气热, 我嘎鸡窝有点痒
天气热, 我鸽子窝有点痒
天气热, 我嘎子窝有点痒


nen4:  means very


你咋嫩好看呢?
你咋恁好看呢?

for more information, see also this.