Losing Your Passport Abroad

This may have been the most important travel lesson I've had to learn to date. We, unfortunately, lost our passports during La Tomatina in Bunol, Spain. Our rental car was broken into and all contents were stolen from the car. In the event that your passport is stolen, keep calm and do the following:

1. Take pictures of all your important documents (or print them).  Have a picture (or copy) of your passport, drivers license, birth certificates, and all other important documents accessible before you travel. 
2. File a police report. Wherever you are, call the police and let them know what happened.  The report will be useful when applying for an emergency passport and eventually applying for a new passport. 
3. Contact your embassy. Find out what the protocols are for lost or stolen passports. Many embassies have information online, but double check that the information is up-to-date with a phone call.  For US Embassy, you can find more information here. If you have access to wi-fi, call the toll-free number provided by the embassy via Skype. They can provide helpful information that you will need to file for an emergency passport. 
4. Locate the nearest consulate/embassy. While you're on the phone with the consulate, inquire about the nearest consulate/embassy that will process lost/stolen passports. We found that the US consulate in Valencia (where we were staying) did not process lost/stolen passports but the nearest locations were Barcelona or Madrid. This was helpful since we had our flight out of Madrid the following day.
5. Required paperwork/forms. Read through what is needed to get your emergency passport. Make sure you don't forget any steps or important documents. This will delay the process at the embassy in getting your passport.
6. Passport Photos. Find a place to get your passport photos for an emergency passport. 
7. Be there right when the embassy opens. This is a time-consuming process and embassies close early, especially in Spain. They take their siestas very seriously. It took us about 3-4 hours to complete our process and with our emergency passports in hand.
8. Celebrate and continue with your travels. 

Losing your passport isn't very pleasant and it can be a damper to your travel plans. Be prepared, stay calm, and follow procedures as best as possible.