We've heard of people losing their money and credit cards. What would we do if this happened to us?

Report the loss to a recognised authority (i.e. holiday rep, hotel management) who will be able to locate the police. The incident should be reported to the police within 24 hours of the loss or theft occurring, and a written report should be obtained from them. You should notify your credit card supplier and bank immediately so that they can cancel the cards involved.