To those offering the advice of just "check your credit reports": THAT IS NOT ENOUGH. I am about to get the $17 per month service from Equifax that will freeze my new credit/loans at all three agencies and here is why:
A few months ago we were sitting around on a Sunday afternoon in the Midwest and we got a call from Loss Control at a Nordstroms in a San Diego mall asking my wife if she was presently trying to buy a $2000 leather coat with her N card. My wife replied No and by the time the security guards went back to the counter the perp was gone. Security was suspicious because the perp didn't even try the coat on.
This upset my wife and within a week she received a letter from Barclays congratulating her for buying a $2800 computer (in the same mall on that same Sunday) and had the payment schedule for her new loan.
My wife went through the usual horror process of trying to rectify all this, it took about two days of her time on the phone, sending certified letters, police reports, etc. The thieves had her social security number and were pro enough to do it out of state and on a weekend which makes it all the more difficult to fix.
So in sum, this advice as to just "check your credit reports" will be too little, too late, it's an AFTER THE FACT technique and the horse is out of the barn, small merchants will presume you're guilty. I will do what my wife did and create a pre-emptive defense by making sure my credit is locked ($17 a month) and no new loans can originate. I also use my dog's name for mother's maiden name. I understand it will be easy if I need to unlock my credit online, such as when I need to buy a new car.