If you had find my Mac setup before the theft, go to iCloud.com/#find or on some other iOS device's Find My iPhone app, and make sure to set it to lock the computer when it connects to the internet next. I don't know if it works like iOS devices, but with iOS devices, even if the device is erased, it will request the iCloud account info before the device is usable.
Other than that, report the theft as COLGeek suggested, and hope for the best