First determine what was taken and the format (stock book, album, display cards). Think if there is anything identifying on the format or material. Some unique trait would be helpful, such as all binders had pink hello kitty stickers or had a company name on them that was not stamp related. Notify the APS, even if you are not a member. I am assuming you are in the USA**. Here is link to their theft information page:
https://classic.stamps.org/Stamp-TheftsNext call every near by stamp, coin and pawn shop to give a description. Nearby means the closest ones to you regardless of distance away if you are located in a non-densely populated area.
Then call your local police and make a report.
If you have specific stamp insurance make a quick call to them as they too may have an email network to spread the word. If you have just regular homeowner's or renter's insurance they tend to limit coverage to $100.00 without paying for a specific rider on your policy.
I am sorry for your loss and hope it is found and returned. When you contact the APS (American Philatelic Association) they may be able to provide you with more information how to report.
Now while the US White House has been blaming the pandemic on crime and the comments above are a rather good joke, I think such should come after providing real direction and an answer to your question. For that, I will apologize on behalf of SCF members.
**If you are not in the USA, if there is a national philatelic organization in your country, contact them.
The thieves will peddle the items usually as a whole with the
inherited or
won a storage locker auction story both hard to countermand at the time.