You need to report to all three credit bureaus when your identity is stolen

Credit Bureaus in the US

Equifax — www.equifax.com
To report fraud, call: 1-800-525-6285
and write: P.O. Box 740241, Atlanta, GA 30374-0241

Experian — www.experian.com
To report fraud, call: 1-888-EXPERIAN (397-3742)
and write: P.O. Box 9532, Allen TX 75013

TransUnion — www.transunion.com
To report fraud, call: 1-800-680-7289
and write: Fraud Victim Assistance Division, P.O. Box 6790, Fullerton, CA 92834-6790

Also see our article Getting Copies of Your Credit Report for full details on ordering copies of your own credit report (copies are free when you are requesting them due to fraud.)