Police. To report theft you should generally go to the Carabinieri station nearest where the theft occured. Ask people at the scene of the crime where to go.
Left Luggage Termini. You can leave luggage at Termini but they have a lot of security and only one X-ray machine so there can be a +100 people queue. It costs about €4 per bag (of any size) for the first 5 hours, €0.80 per bag for each hour thereafter. There's a sign limiting bags to 20kg each, but no facility for weighing them (that I saw) so it's probably not enforced.
Splashnet laundry, internet, left luggage, Via Varesi 33, 100 m west of Termini. €2 per luggage left (and 15 min of internet included).
The Most Frequently Asked Travel Questions about Rome
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