If I lose my ID papers, credit cards or passport in the US, in order to report the loss, do I have to go to a specific type of police station (city, transit, state police), or could I just go to any of them, the closest police station when I notice I lost them?
EDIT : It looks like it all depends on the precise area I lost my papers. So if I notice the loss after a while - and as I lost them, I don't know where they are - how could I determine the precise area I lost them? Say I visit city A on day 1, city B on day 2, I notice on day 2 I lost them, maybe in city A, do I have to go back to city A?
As @Relaxed said, the French consulate requires a police report as a proof of loss/robbery. It sounds also natural - in France, at least - that police reports of loss/robbery are the standard proof to show to insurances for claims.