File a police report
Don't call 911, but do call local enforcement if your wallet, purse, laptop containing your identifying information was in a vehicle or your home when stolen. In some large metropolitan areas, there may not be any investigation of your reported theft, but you still need the police report number to help protect your interests.
Notify Your Creditors
As soon as you become aware your identifying information has been stolen or lost, notify your creditors. The sooner you get this done, the easier it will be for you to convince the creditors that any fraudulent charges are not yours. You need to give the police report number.
Alert The Major Credit Bureaus