Unfortunately losing passports seems to be a common trend, the first thing you have to do is visit your nearest police station and make a report to the officer they will in turn give you a copy of the police report, you then contact your embassy or consulate or if your embassy has a website you can check the documents required and the fee’s for the passport before you go there in person it will make it more simple if you have a copy of your old passport as verification, most embassies will issue an emergency one way passport so you can at least get home but you must take your outgoing travel document with you because the emergency passport expiry date tends to be worked around the date you are leaving Thailand if you have a long stay visa and you have time to wait for a new passport all well and good.