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Step 1
I know it sounds silly, but first you need to make sure that your car is indeed stolen. Call anyone that could have possibly taken your car for a drive, or double check the parking lot before you assume. Once you have established that your car has been stolen, STAY WHERE YOU ARE!
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Step 2
Call 911. The police will ask you questions like when the car was stolen, whether or not you have the keys, and where you are. Ask for a police car to come to your location, so that you can make a police report on the spot. It is better to do this as soon as possible.
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Step 3
Once the police arrive, be prepared to answer a lot of questions. Think before you speak, answer carefully - this will help the police solve the crime. Call someone to come pick you up. If you'd like a copy of the police report (I strongly suggest getting a copy), you can go to the precinct that sent the police car to you, and buy a copy for about $10-15.
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Step 4
Call your insurance company as soon as you can. Let them know that your car has been stolen, and that you have informed the police. They may ask you to fax over a copy of the police report, so it's good to be prepared. Depending on your insurance coverage, the company may compensate you, or will sometimes even provide you with a rental car for a period of time.
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Step 5
As awful as it is to hear, all you can do now is wait. You've done all that you could. The police will work hard to find your car - be sure to check with the police precinct frequently for any information regarding your vehicle.
