First, it is important to always have copies of your important documents like your passport, visa, I-20 and SSN Card. This can be electronic or hard copies. You should not be carrying your SSN Card with you at all times.
The Department of State has provided some guidance on next steps when immigration documents are lost or stolen that we have included below:
File a Police Report
Go to the local police station and report your documents lost or stolen. If available, you will need to provide copies of the original documents. You will be issued a police report detailing the incident. Don’t forget to make an extra copy of the report for your own records. This is very important for getting a replacement visa.
Get a Copy of Your I-94 Record
This is available online here: I-94 Record You will need to enter your lost passport details and biographical information. Please note your I-94 record is a record of your entry to the US. This will not change when you get a new passport.
Report Lost/Stolen Passport to Your Embassy
Contact the local embassy or consular section for the country of your citizenship for information about the procedure to replace a lost or stolen passport. Most countries have Internet web sites with contact information.
Report your Visa Lost/Stolen to the U.S. Embassy or Consulate Abroad
To report your visa lost or stolen, email the Consular Section at the U.S. Embassy or Consulate outside the United States which issued your visa. Go to the U.S. Embassy or Consulate website to locate the email address and contact information. Be sure to include your full name, date of birth, place of birth, address in the United States, and an e-mail address (if available). Specifically state whether the visa was lost or stolen. If you have a copy of the passport or visa, scan and email this to the embassy or consulate. Otherwise, if known, report the category of visa, and the passport number from the lost/stolen visa.
If you have already reported your visa lost/stolen to the U.S. Embassy or Consulate, and then you later find your misplaced visa, then your visa will be invalid for future travel to the United States. Therefore, in that situation you must apply for a new visa at the U.S. Embassy or Consulate.
Applying for a Replacement U.S. Visa
Lost or stolen U.S. visas cannot be replaced in the United States. For replacement of a visa, you must apply in person at a U.S. Embassy or Consulate abroad. When applying for the replacement of a visa, you will need to provide a written account documenting the loss of your passport and visa. Include a copy of the police report.