Quick answer
“It was stolen” is the impersonal укра́ли — “they stole” — with the thing in the accusative: У меня́ укра́ли су́мку.
Who and where
What happened
Doing something about it
If something happens
Ask for the заявле́ние
Insurance companies want the stamped заявле́ние from the police station, not a verbal report. The sentence that gets it is Я хочу́ написа́ть заявле́ние. Take your passport and, if you can, someone who speaks Russian.
The emergency numbers
112 works from any phone for everything. Separately: 102 police, 103 ambulance, 101 fire. Your embassy or ко́нсульство is the other number worth saving before you travel.
Typical mistakes
Мой телефо́н был укра́ден — in speech
У меня́ укра́ли телефо́н.
The impersonal third-person plural is the normal form.
мой свиде́тель — meaning a witness statement
заявле́ние
свиде́тель is a person.
Check yourself
How do you say “my phone was stolen”?