It happens; there are some bad people around. If your Mac, iPad, iPhone or iPod Touch is stolen, make sure you follow the following guidelines:
1-If you have already set up the iCloud and Find My Phone service on your device then you may be able to locate your device. You may also remotely erase your device to protect your privacy (please see this article about how to configure Find My iPhone). To do this, visit icloud.com and sign in with your Apple ID, then click Find My iPhone.
Locate your device:
Send a message
Apply a remote lock If message doesn’t work
2-File reports. If you are certain that your device is stolen contact your local law enforcement agencies. You will probably need your device serial number. You can locate your serial number online by going to My Support Profile. You may also monitor your device’s Service and Repair activitity to see any recent activity (this report claims that Apple may replace stolen devices for thief).
3- Change your passwords that may be saved on your lost/stolen device. Changing your email password is especially important if you set up the Mail app because the thief may easily read and send emails using your account. Also change your Apple ID password.
4-Call your insurance company if you have one that covers thefts.
Note: you may want to read this article for added security for your device.