Help? Possible identity theft!

So the other day, I was at the bank trying for a home loan. I had all my info in a folder. Well I set it on top of my car when I left and it's nowhere to be found! It's been a few days. No cameras where I was parked. It had my ss#, email which had my name and I think it had the town I live in on it. No address but I'm sure whomever found this could search my name and town and find it.  Should I do anything to stop someone from trying to steal my identity? Just monitor my credit, bills ect....?