First, report it to the police station within 2 weeks of realizing you lost your card. They'll ask you a bunch of questions about where you lost it, where you've been, etc. Who knows, maybe someone bought it to the police station and they're just waiting for you to claim it! :)

But if it's not there, don't worry! You just need to bring the following documents to your prefecture's immigration bureau: loss notification report from the police, passport, application for re-issuance of residence card, and a photo. Once you have received a shiny new card, don't forget to register it at your local city call!