You should always report a theft to the police, no matter how small or insignificant you might think it is. Or perhaps you might think that there is no chance that the police can do anything, so you don't want to bother them with it. Report it anyway. Often times the cops can not solve a theft from just a single incident, but as the thief continues to commit his crimes, the evidence starts to add up. If the cop can start looking at all the thefts as a whole, he can start looking for commonalities. Most theft cases are solved sooner or later, if people are reporting them. As far as the FBI, they are pretty political. If someone high up gets excited about thefts from airplanes, the FBI might have a whole task force dedicated to it. However, if they are after people who take tags off of pillows, your not going to get much attention.