Check in the lost luggage department for your airline at the airport and file a report there 1st. Then report it to TSA and the Sheriff's department at the airport then file a complaint with your insurance company. Your insurance company will probably do nothing but if you had flight insurance they will help. The airline will also try to help if you raise enough stink.
Also, was there a note in the luggage that it has been checked? Otherwise, contact your travel Insurance on what to do next.
Inform local police. Go to guest services too.
Go to guest services and let them know. If they don't do anything inform local police. Sorry you got your stuff stolen.
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