State Police are investigating a catalytic converter theft from a commuter parking lot in Southbury.  The theft happened on Old Waterbury Road in the Exit 16 commuter lot Friday night. State Police say a Southbury resident called shortly before midnight to reported that his exhaust emission control device was missing.  The man parked in the lot around 5:30pm and saw an older gray sedan with two to three passengers parked to the left of it when he returned.  The driver left the commuter lot shortly after the man arrived.  The incident remains under investigation.