Sorry about your bike, Adam. You can still and should file a police report without a serial number. It's not the only way to establish ownership of your bike, but it is often the preferred method for law enforcement. Got any pictures? Unique accessories? Stickers? A business card stuffed in the handlebars? All can be used to establish ownership. And post an entry on the Chicago Stolen Bike Registry ASAP. Even if you don't have all of the information at the time the report is submitted, it can be updated later.