A Thief in Time

Eight years before Professor Thomas Eldridge invents a time machine, a man from the future shows up with two policemen to arrest him for his future crimes. Knowing that he could never be a criminal, Eldridge swipes their time machine and flees to three future times, discovering that he’s wanted in each time for crimes ranging from potato theft to murdering another man’s fiancé

All in all, Sheckley’s story is a perfect example of a causal loop: I knew those potatoes would come in handy and that, given time, the girl would show up safe and sound.