Another useful site is the Identity Theft Resource Center (ITRC), which provides fact sheets and sample letters for working through the problem. An especially useful one discusses what to do if a purse or wallet is lost or stolen.
Websites referenced:
http://www.ftc.gov/bcp/edu/pubs/consumer/alerts/alt150.shtm
http://www.ftc.gov/bcp/edu/pubs/consumer/alerts/alt150.pdf
http://www.ftc.gov/bcp/edu/microsites/idtheft/index.html
http://www.ftc.gov/bcp/edu/pubs/consumer/idtheft/idt04.shtm
http://www.idtheftcenter.org/index.html
http://www.idtheftcenter.org/artman2/publish/v_fact_sheets/Fact_Sheet_104.shtml
http://www.idtheftcenter.org/artman2/publish/v_fact_sheets/Fact_Sheet_104.shtml