Interesting. When we had someone try to use our credit card fraudulently (I have no idea how they got the number. No charge ever went through because the merchant or CC company identified it as a questionable charge and immediately called us) I called the local police (the merchant was an internet presence and the ship to address was in CA, IIRC) and made the report. They didn't take the report over the phone though, they sent a nice young starter-cop to my house to take the report.

Sorry you're having to go through all this.