Insurance claim or not, you should report it to the police. We were broken into three years ago and the police could not have been more helpful. Turned out they were investigating a spate of similar burglaries in the area. They had an officer at my door within 10 minutes and SOC out to me within the hour. They got fingerprints and eventually caught the culprit, who received a five year jail sentence for his exploits. Not a long time, I know - he may well be out by now - and I'll never get my stuff back but I do at least have the satisfaction of knowing he didn't get away with it.