Of course I reported it at the train station, but they couldn't find it when they searched the train.

reported 是动词 report 的过去式，report 由前缀 re-（表示"再次"）和 port（来自拉丁语 portare，意为"携带"）组成，原意是"再次带回信息"，引申为"报告、汇报"的意思。在句中表示"向官方或权威机构正式告知某事"的行为。