Yeah, nothing you can really do. Just file a police report and file a claim with your insurance company (if you have insurance).
You need software installed on the laptop to track it like Lowjack. If you did not set up a BIOS password for your stolen laptop, then it is something to consider for your next laptop. While it does not prevent your laptop from being stolen and does not help you recover a stolen laptop, it will prevent people from accessing the data on the laptop unless they can figure out your BIOS password. Just don't forget it yourself, otherwise you need to ship it back to the manufacturer so that they can unlock the laptop for you for a price.