Oh, you absolutely have to follow up. I did. Multiple times. I called the station repeatedly and asked for the name of the detective assigned to my case, and I regularly left him voicemails and emailed him. He was not particularly helpful. The only reason I know who stole my identity is because they were caught doing other crimes.

Really, the benefit of reporting identity theft to the police is having that police report as evidence when debt collectors start calling you. It is statistically extremely unlikely that police will do much to help you.