Did your employer has proof that you actually stole the money? He cannot withhold your check suspecting that you have stolen from him. You might want to consult with a local attorney.
It is a violation of both state and federal law for an employer to not pay you your paycheck. As for the alleged theft, yes, an employer could file a civil claim against you if there was enough proof to establish the taking. I would need to know more about this to advise on the theft issue. As for going to jail, the employer is trying to bully you. First, employers don't prosecute, State Attorneys do. Whether this is something that is prosecuted, hard to say becuase there are not any facts give. I recommend you speak with an attorney and share more of the facts before making a decision to give up a paycheck or pay an employer any money.