Frank, have you closed the account that was fraudulently opened in your name? Even though you did not open it, you are the person who has to close it. If you have not done so yet, call the fraud department of the bank/company in which the account was opened in order to file a formal dispute, then follow up in writing with copies of any supporting documents you may have. Send your letter via certified mail with a return receipt (requiring signature). You do not necessarily have to file an Identity Theft Report (ITR) with the police (in the U.S.) inasmuch as filing a dispute directly with the concerned bank/company may suffice. The ITR, however, is an extra (formal) layer of protection...
Since you cannot be physically present to file a report with the police in the U.S., your case is a bit peculiar, but not unheard of. People have their identity stolen across the globe every day and they do not always live in the country where the accounts were created or the collection agencies contacted... Ask the bank/company if they will accept the ID Theft Affidavit put together by the Federal Trade Commission (FTC). You can fill it out here: http://www.ftc.gov/bcp/edu/resources/forms/affidavit.pdf
If they accept it, send that along with your letter. If not, ask for their own dispute forms ASAP...
Once the identity theft dispute with the bank/company is resolved, ask them for a formal letter stating that said bank/company has officially and permanently closed the disputed accounts and discharged all fraudulent debts. This letter will be your most precious piece of evidence if errors regarding the account ever show up on your credit report or if a collection agency contacts you again about the fraudulent debt.
I also recommend that you file a complaint directly with the FTC. They have an online form you can fill out rather quickly: https://www.ftccomplaintassistant.gov/
or your can write to them: Identity Theft Clearinghouse, Federal Trade Commission, 600 Pennsylvania Avenue, NW, Washington, DC 20580. Either way, when you have updates, you will need to communicate them to the FTC so they may add the information to your file...
This is a rather time-consuming process, but these steps are necessary in order to fix any kinks in your credit reports. Do take the time to "bother" the people who are supposed to help you through this -- call, e-mail, write, then call again! Sadly, this can take months to fix, Frank, so persevere and be patient!