When you've watched Lupin III as much as I have (particularly in Japanese), you've noticed Lupin using this particular phrase pretty often:
English subtitles tend to translate it as "thanks" or "keep up the good work", but the actual meaning in the context of how Lupin uses it is more nuanced than that.
In Japan, ご苦労 (ごくろう) is a common expression in the work environment. 苦労 roughly translates to "hardship", and the ご before it is an honorific prefix added to expressions to show respect to the person you're addressing.
Say you work somewhere in Japan, and you've assigned someone a task, and they're putting in the effort. When you want to express appreciation for their efforts, regardless of whether they succeeded or not, you say "ご苦労". If you want to be more polite about it, you can add the formal 様 (さま) to the end of it. ("ご苦労様")
When Lupin says "ごくろうさん", he usually addresses some police or security force that just failed to apprehend him despite their efforts. That may seem respectful on the surface, but you'll note that, instead of appending 様 to the end, Lupin uses さん, which is also a formal suffix but not quite as formal as 様. This makes the expression more flippant than polite, and can come off as sarcastic or belittling (plus him writing it in hiragana also adds a tinge of childishness to it). Considering Lupin's large ego backed by his great skills as a thief, it's clear that Lupin is deliberately using this expression as a subtle condescending insult.
The closest English interpretation of how Lupin uses ごくろうさん would be along the lines of "Awww, you tried! That's adorable! 😂".
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