First, this is a civil matter (with questionable criminal activities, see below) and unless the officers are convinced that the property is owned by you, they will probably not be able to help. They will refer you to the civil court system. However, if you feel that you can show that the property is yours (or if he is not making a claim of ownership), then you can certainly contact you local police for their help in recovering your property.
If they are not able to help you, I suggest:
Send your ex a certified letter demanding return of your property. Ask that he contact you within 7 days of receiving the letter to arrange a time for you to pick up the property. Advise him that in the event of his failure to contact you, you will pursue recovery of your damages (most small claims courts cannot force the return of property, only monetary compensation). I am sure that you would much rather have the property than the money, so make sure that your claimed value for 'the loss' is high enough for him to want to return rather than pay.
If he doesn't contact you within the specified time limit, you will have to pursue action in the courts.