Thanks for the replies.
I actually did not lose my passport, but I got scammed by an ED company and I've heard the ED visa can cause problems in immigration when I visit again. Basically want to get that stamp out of my passport. Could I just avoid the step of having to go to the police by just going to the US embassy and asking for a new passport? Just think it might be weird because my passport is new. Or do I not have much to worry about at the embassy, not like they would grill people like immigration might?