If you lose a government-issued identification like your driver's license, contact the agency that issued you the document. In the United States this is your state's Department of Motor Vehicles (DMV).
In order to find out the correct procedure for your country please visit your Government's web site. Often, they can put a "flag" on your file that can alert the agency if someone else tries to obtain a driver's license or other document in your name.
Link to list of DMVs in the United States: http://www.usa.gov/Topics/Motor_Vehicles.shtml
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