You really should get the police involved, because many insurance companies require that a report be filed before entertaining a claim. Contacting law enforcement is also essential because they can put it on the "hot sheet" that pawn shops receive and are supposed to cross-check before selling property.

I would recommend contacting the non-emergency number of the agency that would have jurisdiction and asking to be directed to their property crimes unit. They can assign a detective to your case who should take the report. Some agencies will also have the option of you coming in to fill out a report.

Good luck, and I really hope you find it. I know I would be devastated if this happened to me.