In general you have to appear personally at the embassy. If possible, bring a copy of the local police report with you from when you reported the loss or theft. You should be prepared to prove your identity as best you can, given that you do not have your passport. Plan ahead and bring emergency documentation with you such as a driver's license, a photocopy of the missing passport, an expired passport or even your birth certificate. Be sure to keep these in a place different from your passport. If you have no current identification with you, you should bring along a friend or relative from your country with his or her passport to vouch for you. There will be forms to complete, such as a lost passport form and a passport application. And fees of course. Don't forget pictures -- two (2) identical, recent color photographs taken full face, with a white background and in the size specified by your country. If travel is urgent-and be prepared to prove it with your ticket-the embassy will likely issue an emergency, limited validity passport.