Where do I file a police report for theft that happened on an interstate bus trip?

Someone stole the cash out of my carry-on bag on a Greyhound bus trip from L.A. to D.C. I did not find out that my money was gone until I reached my destination, and the theft might have taken place at any point along the route. I understand that normally, police reports are filed in the jurisdiction where the crime took place, but I have no idea where to start in this case. I know there's not a chance I'll ever see the money again, that I should have bought traveler's checks, and that the bus company is not liable for what happened, but this will help me get a sense of closure. Thank you for taking the time to help me.