Sorry that happened.
I would have call information 411 and got the credit card companies phone numbers right then and there at the store or on my cell phone right there in the store.
If a crime happens and you leave the location, you'll need to return to the town/city police station to file reports. Call them while you're at the location and they'll come out (unless it's a state of emergency).
When thugs steal honest people's cards, they know exactly where they're going to shop and what they're going to 'steal'...and as you saw, it'll be done before you report it.
I hope the matter gets resolved to your satisfaction and their jail time!