Yes, please make a report right away! My wife and me have over 40 years working in law enforcement so this is a common report. Secondly, you have to remember to always be careful with your medication, because if you're taking narcotics the doc is always going to be very careful about why and how you lost or had your old script stolen. If you're going out for the evening, only keep on you the dosage you'll need while you're out, but never take the entire bottle with you.
When traveling, you have to be even more careful. I had my narcotics stole when going through security at the Phoenix Airport. Since then, I always keep them in a pocket that I'm wearing and then show them the medication and tell them why I won't let them out of my sight. I've never had a problem since. When traveling, use a safe if you've got one in your room. I just got back from a trip, and my room did have a safe so I only kept out the dosage I needed for each day, that way I wouldn't have to worry about having my narcotic taken.
At home, if you're secure then you're like us, but if you have people in and out who you don't know, then maybe you need one of those little cheap safes. Then keep everything locked up and the key on you. You have to remember that your drugs are worth a fortune to others, so always take responsibility for them even though it might make a hassle for you at times.
I'm so sorry this happened, but this lesson now will teach you just how easily this kind of thing can happen when you least expect it.