Last month, on my way out of Wal-Mart, I dropped my check book. It's not the same as my wallet, but someone could really have wreaked havoc on my life with it. Fortunately, they turned it in to the service desk who called me to tell me. I was fortunate, all the checks and deposit slips were still in it. (I still called my bank to let them know and to ask about what I should do if there were some fraudulent activity on the account.)
With that said, I would turn it in to some sort of authority. It was fortunate that some honest individual had found my check book, so I could not be anything less that that.