Yes, you could report the gun stolen. No, I am confident the state police or any other law enforcement branch would not even think of touching the matter. Yes, you could hire a lawyer and sue, but you will most likely get the gun back without a lawyer, and it will probably not be worth any legal fees to do so. If you immediately went out and bought a replacement firearm, you may be able to prove a loss as a result of the gun being taken from you, but even that is doubtful with our compeltely screwed up justice system. I am also confident if that were to happen to you, a small pile of legally armed citizens, perhaps even members of MOC and friends of MOC, would be happy to go to the station and politely discuss the matter, and then have a large BBQ across the street fromt he police station. Perhaps even on a daily basis until the matter is resolved.