Make a police report, fill out the form, pay the fee and get a replacement.
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Mr. Segal is correct
1. police report
2. submit form ... with fee ... sorry, there is no free replacement.
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you need to report the theft to be local police department. Obtain a copy of the report and file for a replacement of the I-765. Use a copy of the police report to evidence your I-766 was lost or stolen.