Unfortunately, there is nothing you can do once you have sent your documents.

Unless you can identify them and know where they are located, it would not even make sense to report them.

You might contact your local police station and inform them that you sent them your personal documents. It would be wise at least to do that because they might use your documents to forge other documents or have someone turning up under your identity.

For the rest, you have nothing to fear from them. They will operate in the dark and will remain there for obvious reasons.

And - DO NOT send them any money if you should be asked for it.

Hope that helps a little.