Note the name, address, and number. Go to the house and get your pet back. Yes, I'm saying break into someone else's home. Simple. Break a window, pick the lock, etc. Study his patterns so you will know when he/she is gone as well. (Do not forget that "minor" area of planning.) Trash the place, steal a few things if you want to make it look real. However, drop the stuff you stole in someone's trash around the city so you don't get caught with it even if the action gets traced to you.
Or you can be the helpless female with a heart and call the cops if you want to. Whichever you wish to do.
I would break into the house because I would be happy for weeks over getting my pet back and breaking his property and successfully achieving a goal.