It is important you get in touch with the IRS. The thieves may try to file a fraudulent tax return in your name and claim a refund. I imagine this is easier to sort out if any fraudulent return is caught before the IRS pays such a refund to the thieves. You may be paper filing for a year or two (I'm not aware that you can e-file once a thief has already e-filed a return in your name -- if that happened). I recommend searching official IRS website resources (such as https://www.irs.gov/) for things like Identity Theft Affidavit (and other identify theft keywords). A possible "good" outcome is that the IRS will select you to receive an Identity Protection PIN so that thieves cannot e-file a fraudulent return in your name (then you can e-file).
