Go to the local police to report the crime. Go to the embassy to get temporary travel documents. Call bank to cancel stolen cards and get emergency temporary credit card and cash (this service may vary from bank to bank).
I’d go to the embassy. I know my social security number, my ID number, my credit card number and several emergency phone numbers by heart. Also, I could call my job and more than one person there would be able to forward whatever documentation needed.
Advance preperation in this situation. I would carry my important papers in my billfold. BUT, I would(and have) carry a second set of identification and plastic cards, somewhere else on my body. A money belt is a necessity in foreign travel. Carry your travelers checks in your money belt or in a plastic bag in your crotch area. You can never be overly protected when traveling in a foreign country.