Anthem Blue Cross Blue Shield says information for about 50,000 of its Virginia customers was stolen.
That information includes social security numbers and names.
Anthem says the information was on cassette tapes, being stored in a lock box, at one of its vendors.
The company doesn't think whoever took that lock box knew what was inside, or was after the information.
So far, Anthem says they haven't heard any reports of identity theft, because of the stolen information.
But the company is making sure the customers affected are aware of what has happened.
The company is sending letters to everyone who's at risk for identity theft, and offering them one year of free credit monitoring so they can keep a close watch on their accounts.
If you receive a letter from Anthem, or have questions about the stolen information you can call Anthem at 1-800-284-9779.