With the prevalence of NAT type routers giving access points, most portable devices are pretty opaque from the internet. Unless, there's a phone home service..

Anyway, PenguinBait, did you leave any accounts in the device that the thief might be able to use without knowing the password (maybe email acct or social sites that you save the passwd on the device)? Maybe you can check the login times (start taking notes) to see whether the thief is actively using the device without resetting it. If so, that may be used as a vector of attack.. maybe sending yourself a trojan into one of these accounts hoping the thief would execute the binary... which would in turn take his picture thru the webcam, capture a few pertinent system info (ifconfig, some logs and whatnot) and send the parcel back to your new email account (this will show his smtp trails as well.. hopefully).

If Nokia cares, maybe giving them the serial number may help. In case the device shows up for service in the future.

Getting in touch with local wifi hotspot providers (with your police report as supporting document) may be worth a try, as they have the technical means to detect the item via the mac address if the thief plays with the device in a nearby wifi hotspot.

Calling nearby pawnshops maybe? If they don't have it, maybe leave a request for them to contact you if they have any n810 for sale in the future..

That's all I can think of for now.

I really hope you get it back, man.