You really can't do anything other than sue the person who stole your coat (e.g. if you can ID him or her by the video). Your employer is NOT responsible for the theft of your property, even if it happened at work, any more than you would be responsible if you threw a party at your home  and one guest stole from another. Only the thief is responsible for his/her actions, so that is the only person you can seek recourse against.