Ahh lets see... DH has gone through this a few times (darn military puts SSN on everything)
Get copies of your credit reports, first and foremost. You can do this online or send for paper copies (I'd do it online, and sign up for a monitoring service in case inquiries haven't been posted yet)
Then you can proceed from there. If you have other fraudulent things on your credit report, then you'll need to contact those creditors, file police reports, etc. It's a pain in the rear.
DH also always changed his current cards (just call and explain, they'll send out a card with a new number) just in case they had access to other credit cards. That's just precautionary if they didn't steal your wallet or something. You might not have to do that.
The biggest thing is getting a copy of all three credit reports (equifax, experian, and transunion) to see what's on them that you don't recognize, and go from there. Put a fraud alert on all three... then potential creditors would have to call you before any credit was issued to anyone.
Hope that helps a little... it stinks that it happened to you.