Lost iPhone: can police track it for me?

So I lost my iPhone 4S today.

I had set up iCloud, had location services on, and I had installed find my iPhone prior to the theft.

I had tried to track it by that method, but the thief was smart and turned it off. I even fear he may have taken out the SIM card as well.

If I report it to the police, can they track it even with possibly no sim? Would they even want to help me recover it? Is the carrier (att) able to track it? If the phone eventually gets a new carrier can it be tracked then?

Thanks guys!

Added (1). When I said the thief was smart enough to turn it off, I meant he turned off the location services and find my iPhone. I have no mean of tracking it.

Added (2). I had no screen lock.

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