No matter how good your security system is, a break-in is still possible.  Tons of sources will talk all day about what you can buy to keep yourself from being the target of a burglar or to stop a burglar even after they've targeted your home, but it seems that very few sources talk about what steps you can and should take if everything else should fail.

If you come home to find that you have been the victim of a robbery, it might sound completely cliche, but don't panic.  It is a very serious situation, but someone in a panic is more likely to miss an important detail or act irrationally.

For similar reasons, don't immediately become angry, or try not to act in anger at the very least.  It is possible that the burglar is still in your home, and while you may want to keep an eye out for him/her so that you can provide details to the police, directly confronting them could put you in more danger than it's worth.  You don't know their state of mind, and they might decide to attack you with anything they can out of desperation if you confront them directly, especially if you do so out of anger.

If there is evidence of a burglary that is clearly visible outside, don't enter your home.  If you've already entered your house before you discovered the evidence, quickly go outside.  In both cases, you should immediately call the police and explain that you think someone has broken into your home and be sure to explain why you believe that to be the case.  If you don't have a cell phone, then you can go to a neighbor's house, explain what happened, and ask to use their phone.  It's better to notify the police and be mistaken than to assume your being paranoid and walk in on an armed intruder.

Try to write down every piece of evidence you see as soon as you can, especially if you happen to see the intruder.  This is so you don't forget anything important when you're telling the police what happened.

DON'T PANIC!  This is worth repeating.  Think as calmly and as rationally as you can.  Depending on the exact situation, you may need to alter these tips in unforeseeable ways, and if you aren't thinking about it, you won't be able to.

Thieves usually try to break in while you are not home, but sometimes they well mistakenly enter your home while you are still there, often while you are sleeping.  If this happens, you should try to make a bunch of noise to alert them to your presence and immediately call the police.  Make it obvious that you are calling the police.  A burglar that suddenly discovers that you are actually home will try to escape, especially if they realize that you are calling the police, and you should let them go.  Trying to detain them or confront them can put you in much more danger than you are already in.

This scenario is considerably different than waking up to an intruder.  If you enter the house while the burglar is in the act, they are much more likely to feel threatened or trapped, partially because of your location next to the exit.

As a result, you should not try to alert them to your presence, and you should instead quietly leave and call the police.  Be sure to remember anything you see, and tell the police what you know as soon as possible.  Write stuff down if you have the materials to do so.

Be sure not to touch anything before the police can take a look at it, and be sure to note anything that it appears that the burglars have touched.  Fingerprint and DNA evidence is some of the best evidence the police can use for catching an offender.

Be sure to get a crime reference number from the police, but be aware that they might call it something else.  Every crime has some sort of number associated with it so that the police can reference it in their system.  This number is important for you because it will help immensely with reporting the incident to the insurance company.

When reporting the incident to the insurance company, if you haven't had a chance to do a thorough check of what has been taken, tell them what you know was stolen and be sure to let them know that you might need to add more items later.  If you don't do this, they might not let you add items at a later date even if you know that the items were stolen at the same time.

This is the worst case scenario, and there are a lot of things you can do to prevent this from happening in the first place.  Yes, it's usually through buying security devices, but it can also be through changing some bad habits or moving valuables out of view.  While the topic of this particular hub isn't theft prevention, it is directly related.  I don't want to go into detail about it here, but if you want more details about what you can do to prevent theft, take a look at this page on Theft Prevention.