If people find a lost passport, where should they leave them at since there is no address listed?

People turn in property to the police. But we don't know if you were pick-pocketed or if the person who found your passport is honest enough to turn it in.

You need to contact the Swedish embassy and get another one. Wouldn't hurt to notify DHS/CBP in case someone tries to enter the country with your identity. The visa(s) you had in your old passport will need to get replaced. Yes, this could be some trouble to you, but not insurmountable.

Be careful with busy bars. ... Good luck!!

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You give it to the police or you give it to the embassy of the country of the passport.

The chances are that someone stole it or sold it.

the police, or the nearst Swedish embassy or consulate.