What if someone stole my refund in the mail ?

That would be a matter for the police. 

here are instructions from the IRS on what to do

https://www.irs.gov/faqs/irs-procedures/refund-inquiries/refund-inquiries-0

---

@Bsch4477 wrote:

That would be a matter for the police. 

---

Or the post office security - mail thief is a Federal crime.