Aaron is right on with his advice. Make sure you fill out a police report.

In the future, remember it is always an excellent idea to take photos of all your stuff. Not only what is in storage...but what's in your house as well. I recommend it for even your car.

This is extremely important for insurance, as well as police reports. There is nothing as important as documentation.

As for your chips, and other collectibles, make sure you scan them all and use a computer program to inventory them. You can make your own with excel, or access, or there are premade great programs.

Make sure you burn a disc of your pictures as a back-up. You never know when your hard drive will die....or worse, that you store all of your documentation on your computer...and it's your computer that gets stolen!