Go to the Treasury Direct website at www.treasurydirect.gov.
Complete a form for Lost, Stolen, or Destroyed U.S. Savings Bonds (Form PD F 1048) and mail it to the address provided on the form.
If you don't have a listing of your savings bonds' issue dates and serial numbers, write to Savings Bonds, Parkersburg, WV 26106-7012. Provide as much information on the bond as possible and request a search of the Treasury's records. The Treasury will replace your savings bonds if they can establish that a person entitled to cash the bonds hasn't done so.
The Treasury can also convert paper certificates to electronic format in a TreasuryDirect account. You may want to consider this option if you're concerned about bonds being lost or destroyed.