Thanks for all the comments. I don't fly that much and this is the first time with Air France. I didn't know they printed the # on the board pass.

Here's an update:

I talked to the people at FB and they said I need to fax a letter explaining what happened and they would open an investigation. I sent a letter along with the printout of the itinerary showing it had my name and SkyMiles number.

Later this morning I went to Delta's web site (Airline Mileage Credit Request Form) and entered my information. I put in my ticket number and my entire itinerary showed up. I clicked continue and completed the necessary information. I checked later in the day and see that Delta has credited me with the miles from LAX-CDG and CDG-FCO. They have the return in there, but it says Mileage too soon to post - pending verification from partner. So, I'll wait and see what happens in the next few days. I did check my FB account and it still shows the miles there.