Unfortunately, iPod nanos do not have internet so it is not possible to track
If you still have the box, the serial is printed on the barcode sticker.
If you don't have the box and are using windows, you can go to:
C:\Users\<USER>\AppData\Local\Apple Computer\iTunes and click on iPodDevices.xml
You're connected ipod's serial numbers should be in the XML file.
The only thing that the police and Apple can do is to sabotage the iPod and render it useless when the thief connects it to iTunes.
I hope it helps because i'm new