Try ringing it and kindly asking for its return... offer to pick it up.
Go to the station lost property and ask if it has been handed in.
If it has been picked up by someone that isn't honest, there really isn't much you can do.
You could try calling your mobile phone company to see if you are insured for loss or theft in your contract, they may also be able to simlock your phone so whoever has it won't be able to use it.