What if someone stole my Honda center caps?

Can I call the cops or whatever? Or am I just screwed and have to buy new ones?

It sounds like you are new to this.
First of all you must have insurance that covers this. If you do it may be better to just buy new set. When you claim you will pay the excess and the Insurance will pay the rest. However they will cancel you NCB and load your Policy when you renew so work out how much it will actually cost you.

Andy C