Report it. I did. Was a law student in bed asleep when the banging on the door started. 1:00 A.M. Since I lived alone, I got the gun (Smith 586 .357 Magnum w/6" barrel), went towards the front door, and got into an inprovised defensive stance, and hit the lights as the door flew open. Male, mid-twenties, flashlight in hand. He sees me, I aim center chest, he turns and runs. Problem solved...except it's 1:00 a.m., the door is broken, and I don't know where bad guy has gone, or if he plans on coming back. I called. Response time was fair (about 10 minutes). Held the gun until I saw the flashers, then set it on the table in front of me. Officers were pleasant enough, opened the cylander on the gun for safety and to make sure no shots had been fired, and didn't mention the gun further. They checked the area, no sign of bad guy. Actually helped me reapir the door enough for the night. Thanked them, they thanked me, one warned me that I should get 158 grn +p LSWHP for the gun instead of the Magnum hydrashoks, to avoid overpenetration.
Never saw the guy again, no one caught as far as I know. Was worth the trouble because (1) I had the report to show management, who repaired my door at no cost to me, (2) if the subject had come back, I'd have a non-biased, independent record for thefirst incident to support me if I'd had to fire, (3) I took the officer's advice, bought the LSWHP, and found it was (and is) my favorite HD load.