Anyone unlucky enough to be a victim of identity theft can contact the Federal Trade Commission online and complete an ID Theft Report Form, as well as reporting it to their local police.
What they do is add the information to their database to try help all government agencies involved in catching the criminals by pooling the information they have.
If you want to increase the odds in your favor of catching them plus help prevent it happening to someone else, it seems a good thing to do. The more victims that go the extra mile and do this, the harder it makes it for these people to operate.
There's additional information here -
http://www.ftc.gov/bcp/edu/microsites/idtheft/consumers/know-before-filling.html
