If your passport is lost or stolen it is important to report it immediately. If you are not immediately applying for a replacement passport, you should report it lost on-line (submit electronically) to the U.S. Department of State. Please note that if you report a passport as lost, it is electronically cancelled, meaning you cannot use it again if you subsequently find/recover it.
It is also a good idea to report the passport loss to the nearest police station. Filing a police report will assist you if someone else finds your passport and tries to use your identity.