He had his wallet stolen at the subway station.

had 是动词 have 的过去式，在这里表示"经历、遭遇"某种情况。 stolen 是动词 steal 的过去分词形式，表示"被偷"的动作。 had sth stolen 是一个固定结构，表示"某物被偷"的被动遭遇。