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Where should I go just in case?
If you have lost your passport, report it immediately to the nearest police station.
Then take a copy of the FIR report to your national embassy in Thailand to issue a new travel document.
It is good to make a copy of your passport and visa before you leave.
And take a picture with your smartphone after each change.
You can then send them to yourself by e-mail, so that you can easily find them in case of loss or theft.
See also :
E-visa for Thailand: in April for the French