5. Apply for a new passport
Assuming you were smart and had a color photocopy of your passport tucked away back at the hotel, you're ahead of the game. The consulate will need some sort of documentation -- to make sure you are who you say you are -- in order to provide a new passport. If you don't have a copy and ALL forms of identification were stolen, consular staff can help you contact friends and family back home to help track down your birth certificate or social security card.
What you need to get a new passport:
The consulate will also need your travel itinerary, in order to determine whether they should issue you a full passport, or a limited-validity passport. If you're headed home within the next few days, you’ll be given an emergency passport; it takes about 24hrs to obtain and must be turned in as soon as you arrive back in the US. If there's more traveling to be done, you’ll be issued a new passport, valid for 10 years. It's coming from the US though, so it'll take a few days to be printed and shipped.
Also, since you're both the victim of a crime and most likely out of cash, you won’t be charged the usual $135 fee for a full replacement passport. If you get a limited-validity passport (which are free), however, you will have to pay the $135 when you return home and apply for a new, replacement passport.
NOTE: While there are officers on duty in case of emergency, most consulates are closed and can’t issue replacement passports on weekends or holidays.