After your car is stolen.

Call the police (I know, duh).
Call your auto insurance carrier.
Ask the insurance company about how long it will take to resolve your stolen car claim.Consider the possibility that the police will recover the car in a few days.Of course the theif is not covered in your car because he took it without permission and it was done while committing a crime. You don’t need to continue insurance for the stolen car unless you get it back. If the theft is properly reported and the thief is in an accident, you are in no way liable.
Notify the bank financing or leasing your car. The company financing the stolen car will probably expect to receive car payments until they are compensated by your insurance company.

But, if the delay in settling the claim results in overpayment of car payments or insurance premiums, you can expect refunds of the overpayment plus interest. Discuss the specifics of your situation with the bank and the insurance company.

Stolen car links:
Top ten stolen cars
Most stolen collector vehicles
Car Theft Hot Spots
Rental car insurance
Before your car is stolen
After your car is stolen