Being out of state does not generally prevent the police from conducting an investigation into an offense. You would need to file the police report with the details regarding the theft. You may need to provide information that would prove your ownership of the property etc. In short, talk to the officer who took the report and continue to check status of the investigation. If this case is prosecuted with regards to the particular property you mention, it will increase the chances of you getting it back through the criminal justice system. You may also file a civil suit against the pawn shop and should seek the counsel of a civil attorney in that that regard.
This answer does not constitute legal advice and does not create an attorney-client relationship.
As stated by my colleagues, you need to inform the police and establish your ownership, Then you would be able to retain ownership of your item.