The U.S. Department of State has a very informative and helpful website about what to do when your passport and visa are lost or stolen.
What to do:
Report your document(s) lost or stolen to the local police department. If available, you will need to give them copies of the original documents (see next item). You will be issued a police report detailing the incident. Don’t forget to make an extra copy of the report for your own records.
Report your document(s) lost or stolen to the International Student & Scholar Center (ISSC) and ask us for a copy of your passport biographical page and your entry visa; we usually copy this material when students check in on arrival to UMass Dartmouth. We can also issue a new I-20 or DS 2019 for the purpose of replacing a lost or stolen document, if needed.
If you were issued a paper I-94, visit the State Department website about replacement. We may have a copy of your paper I-94 record in your file here to help with the process.
Report your lost passport to your country's embassy or consular services in the U.S. They will help you determine how it can be replaced.
Report your lost visa to the US consulate where your entry visa was issued. You can stay in the U.S. for whatever term is indicated on your I-94 record. The notation D/S--Duration of Status-- on your I-94 means that your stay is approved for as long as your program is ongoing. But the next time you leave the U.S. and plan to return, you will need a new entry visa. You must visit a US consulate out of the U.S. to apply for a new visa; it doesn't have to be the consulate you originally used. A visa cannot be replaced inside the U.S.
Keep copies of the emails and paperwork you send to these agencies or receive from them so you have documentation that you contacted the appropriate offices.