File a police report but based on feedback from other people in similar situations the cops won?t do anything about it, just another petty theft to them. Contact the ATF as well so that the serial numbers get put on the stolen firearm list.
As far as things being illegal, the Denver law is vague in definition and I believe just says any firearm that has a magazine over 15 rounds, so basically if you have an AR with a 10 round mag in it it?s ok but if it has a 30 round mag it?s illegal.