Identity theft is, needless to say, a very insidious crime. Unlike other crimes, like burglary (where your victimization is immediately recognizable), identity theft may not come to light until weeks or months after it has occurred, making it difficult to quickly determine exactly what happened.
Nevertheless there are lots of avenues for you to turn to if you have been victimized. First and foremost, you should probably look to your State for the laws governing this crime and for the resources to help recover from it. (For example, many states have their own Identity Theft Victim Kit.) This is likely to be the most helpful for your own personal situation.
Likewise, you can find many Other Resources to help your cause – especially at the Federal level, including one of the the best: the FTC Identity Theft Site. These can help you avoid the problem by developing an adequate identity theft defense.
In short, it’s probably best to start out seeing what help you can get from your state regarding identity theft defense and protection, but keep the feds in mind as well.