My Iphone 4s was stolen, It's turned off, what should I do?

I had Find my Iphone turned on, and location services, also cellular data. I have a pass code so it's not like he can mess with the settings. The problem is it's turned off. Is there any way to track it from its last known location? Track it while it's off? What should I do?

Keep on tracking the phone every few minutes, the person that stole it from you will eventually turn it on, also if you're with Verizon or sprint report it stolen immediately so he doesn't rank up your phone bill.

You can log onto "Find My iPhone" and set a passcode lock on top of your current lock. When you do so, it will have an option to alert you as soon as it is turned back on. That alert will also tell you the location. Once that other passcode is activated (when it connects to the cellular network) then they won't be able to turn it off without entering in the passcode. Remember to use a passcode that isn't the same as your main passcode on the device itself! That way if they get through one, they won't easily get through the other. Best of luck!