Help! My wallet is stolen

I know that this is not going to help me right now as I am already a victim of theft. My wallet has been stolen and I have lost all my important documents that even included my financial details. I fear that they may be used to make my accounts drain. I have already taken the necessary steps for this but this is going to be a real danger in future as it is sometimes too late and by that time everything is gone. I wanted to know that if there are any pre-steps that we can take in case of wallet theft?