There are a couple of options that you can do with a lost or stolen phone and the first is to file a police report so that you will have it for dealing with your cell phone provider and insurance company.
Next contact you cell phone provider and notify them that the phone has been lost and see what help they can provide.
The phones information can be registered with this web site in the chance that it comes accross thier data base.
Best way is to go to the phone company on where you bought it so they can track it for you. I dont know if you can track a sim but pretty sure you can track the phone itself.