You can talk to the people you bought it from. Sometimes the thief calls for tech support and can be caught. I've heard of thieves using programs that were installed and getting caught that way too. So if they use your games that have the evil always online drm, and you've talked to the game companies, there's a chance there.
It seems like facebook tracks which computer you connect with. You could get some luck there, if you talk to facebook.
You're not going to be able to track it yourself unless it has some remote control program running, or if it's running a server or something.
Edit: And of course tell the police.