First things first. Here is how you report your passport stolen:
http://www.state.gov/r/pa/prs/ps/2004/32273.htm

I don't know if you can do similar things for you SS#, etc. but please look into this. My brother in law had someone steal his name and SS# and every year his taxes are a nightmare since this other fellows income is reported as my brother in laws.

Did you have online banking account passwords recorded in the stolen documents. If so, you need to change them ASAP. Even if not I would change them since these guys have enough personal info. to change them themselves. Besides practicing common sense, I would really consult with someone that knows about identity theft.