Someone stole my car

I don’t know what to call this. It’s been 2 weeks since I last posted here, but I’ve had a few of these things stolen over the past couple months. I’m in my driveway, sitting in my driveway, when all of a sudden I hear “Theft!” I turn around, and there’s someone standing there in my driveway, with their car running. I’m about to start panicking, but then I realize that my car isn’t the one running. I don’t know who would've stolen my car, but I have no clue what to do about it, as I’m scared of who might've done it. So I go to investigate, and soon after my car is gone, along with my wallet, phone, and keys. The thief probably knows where to get it from. I don’t know if I should look for a stolen car or call the police, but I’ve been dealing with these things for a while now.