Procedure for Lost Passport in Thailand

A foreigner whose passport was either lost or stolen after entering Thailand must do the following:
1. A report must be filed at the local police station in the area the passport was lost or stolen.
2. Bring the police report to your embassy or consulate and get a new passport or substitute document.
If there is no embassy in Thailand, please contact the Passport Division of the Ministry of Foreign Affairs, Bangkok
3. Bring your new passport or substitute document to the Immigration Bureau. To have your visa, contact Division 4, Immigration Bureau, Floor, Old Building, Tel 02-287-3911 or 02-287-3101-10 Ext. 22 the following:
- Passport or substitute document
- The report from the police station
- A document from the Embassy or consulate certifying the passport (if any).

source: http://www.thaivisa.com/