Contact the listing agent to make them aware, and they in turn should contact the bank. This type of thing happens, and the bank needs to be aware. If the home has no signs of break-ins, and things are consistently going missing they need to look into it.
From this point on I would photograph everything in the home as a form of accounting to keep track until the property closes. If there was damage caused breaking into the home and/or things listed in the contract you might have to seek credit or concession from the bank.