I was in Paris' Gare del Est two weeks ago awaiting a train to Luxembourg when I realized I was missing a camera that I had used just half an hour before to take photos of the neighborhood. It's pretty valuable (to the tune of $300) and Expedia's insurance will reimburse me but they need a police report or a lost and found report. Obviously, it'll be quite difficult to file one with the station's lost and found bureau now and I couldn't do it then because my train was about to depart. Is it possible to do so at my local police department? All that Expedia's rep told me is that they needed confirmation of the fact that it was reported.

Anyone have this kind of experience before? Sadly I didn't buy the camera on Amex or I'd have been protected by that as well...but at least it looks like Expedia will cover me after I jump through this one hoop.

Thanks!