No, you have nothing against the state or county. Sounds like you have the option of suing your roommate--that's it. The state is immune from being sued and police enjoy qualified immunity. Curious why you thought theft charges were appropriate if all you had was damage?
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You don't really have a cause of action against the state. However, I will say that if your room mate did damage your vehicle, that is certainly both a civil and criminal matter (malicious mischief).
Nothing to sue over here. Just because YOU think a crime was committed doesn't mean that the police will agree with you. It's called prosecutorial discretion, and it sounds like they acted within the bounds of their discretion not to file a charge.