Your situation is not unusual. This is the importance of leases and collecting first, last month and security deposit upfront. Did you have that for protection ? Do you have a management company or do you manage it yourself ?
Filing a police report is fine but recovering your damages will be a longshot. It would be hard to prove who did it (even though you might "know" ) . The cost of legal pursuit might not be worth the headaches. The best way to prevent this in the future is in the beginning.
We own several investment properties ourselves in Philadelphia. It is an art and a skill and sometimes there is just bad luck. For example, recently we had copper stolen from one of our investment properties a few days after a tenant moved out. Coincidence ?
In any event, feel free to check out 2 of our sites that focus on Philadelphia Investment Properties:
Am sorry that this happened, but sometimes a negative event can be turned into a positive as when a tenant moves out it offers the opportunity to either sell the property or get the placed spruced up for a higher rental !