That's a tough one. It's a bit late to file a police report, but it may be worth while for your own piece of mind. There's the slim chance that the police may uncover the items while pursuing someone for another crime, right? I don't think you will have much luck getting the police to take your accusations seriously without any proof, but at least the items being missing will be on record.

I agree about changing the lock. I'm sorry this happened to you.