That is terrible. I hope your passport arrives in the mail, even if it is delayed.
You may want to call the Passport office, and immediately report the missing documents. You may have to go in person to a designated Passport office close to where you live, prove your identity using previous non_US passport, Driving license, SS# etc. A COPY OF YOUR NATURALIZATION CERTIFICATE WOULD BE IMMENSELY HELPFUL-and should greatly expediate this process.
Based on your naturalization certificate #, a replacement passport could be issued.
GETTING A REPLACEMENT NATURALIZATION CERTIFICATE:
From:
http://uscis.gov/graphics/services/natz/faq.htm#q22
22. What do I do if I have lost my Certificate of Naturalization? What do I use as proof of citizenship if I do not have my certificate?
You may get a new Certificate of Naturalization by submitting an "Application for Replacement Naturalization/Citizenship Document" (Form N-565) to USCIS. You may download a Form N-565 by going to the following link:
http://uscis.gov/graphics/formsfee/forms/n-565.htm
or by calling the Forms Line (1 800-870-3676).
N-565, Application for Replacement Naturalization/Citizenship Document
What is the Form N-565?
This form is used to apply for the replacement of any of these following Certificates/Declarations
Replacement of Declaration of Intention.
Replacement of Naturalization Certificate.
Replacement of Certificate of Citizenship.
Replacement of Repatriation Certificate.
Special Certificate of Naturalization to be submitted to a foreign country as proof of your current U.S. citizen status
Instructions:
Purpose of Form: This form is used to apply for a replacement Declaration of Intention, Naturalization Certificate, Certificate of Citizenship, or Repatriation Certificate, or to apply for a special certificate of naturalization as a U.S. citizen to be recognized by a foreign country.
Number of Pages: 4
Edition Date: 12/04/01. 4/28/00, 10/13/98 also acceptable.
Where to File: File this application with the USCIS local Office with jurisdiction over your place of residence.
Filing Fee: $155. NOTE: The fee for this application has changed.
Please consult the "Paying Fees" section of your local office page to learn which forms of payment are accepted. Acceptable forms of payment may vary by office.
Special Instructions:
This version of the N-565, Application for Replacement Naturalization/Citizenship Document, is a fillable form. You should install Adobe Acrobat Reader version 5 to make best use of the fillable features of this form. You should also read our instructions regarding fillable forms.
You may also need to know the specifications for photographs used by USCIS
Submit this form with the fee to your local USCIS office. It may take up to 1 year for you to receive a new certificate. If you have one, you may use your passport as evidence of citizenship while you wait for a replacement certificate.
Hope this helps. The silver lining is that once you get your passport, you will be able to establish proof of citizenship, and the need to have a naturalization certificate at hand is not urgent.