I've had my money stolen from Poloniex. Contacted poloniex- they said they can't do anything.
At this point I know there's no way to get it back, but I just want to report it somewhere within the legal system.
Can I report it to FBI or the local Police?
Any other places/people to report to?
Try to see if you can somehow trace and track where the coins are going. Maybe try getting the IP address from poloniex (though the thief can still mask his IP)? One information might lead you to another which in turn might help you catch the thief.
You can file a report, but i don't think the authorities might be able to do/help much. But provide them with as much information as you can.