I lost Coach bags in my checked-in luggage after I came back from NY JFK. Can police man help this case?

I took Delta (DL705) from NY JFK and transfered in LAX(CI005) back to Taiwan. I found out that there were 3 Coach bags,2 Coach wallets and 2 CK wallets missing. Total value is about USD650. However, I originally packed some clothes in these bags still left in the luggage. Obviously, it must be somebody steal these bags and leave those unuseful stuff to us during inspection process. Bt the way, I also got TSA label on the luggage. Can NY or LA police help this case? Who can I claim for?