If your passport (your visa is imprinted inside and your I-94 should be stapled inside) is lost or stolen, you must get a replacement immediately. Follow the steps found here. (You must go to the local police station and report your documents as being lost or stolen. Ask for a police report of the incident.)
To get a new passport contact your embassy in the U.S. To find your embassy, click here.
If you lost your visa fax the Consular General at your embassy abroad. To find your embassy, click here. Specify if the visa has been lost or stolen. Include a copy of your visa, passport number, full name, date of birth, place of birth, current address, and e-mail address. You must apply to U.S. embassy (outside the U.S.) for a new (replacement) visa. If you choose to not replace your visa, you will remain in legal status. However you will not be allowed re-entry if you exit the U.S.
To get a replacement for a lost/stolen I-94 card an application may be found here.
To replace a lost/stolen DS-2019 contact us at deb@dynamicglobalexchange.com. Replacement cost is $20.
As a reminder, make a copy of your passport, visa, I-94, and DS-2019 and store in a safe place. Do not carry your passport with you unless conducting business, leaving the U.S., or for airline travel.