I feel your pain... we had a break-in several weeks ago and as well as losing one of our cars (Ford Focus) all but one set of car keys were stolen too!
The little scrote found the drawer we kept the keys in!
I was left with one set of keys for the Alfa but had to order a replacement key from the local Fiat main dealer.
Once the key arrived from Italy, I had to take the car to the dealership to have the new key programmed and the ECU reset so thet the stolen key couldn't be used to start the car.
I lost both sets of keys for my Vauxhall Vectra, so had to go again to the local main dealer with my log book, driving license and passport (for proof of I.D) they needed the log book for the chassis number. I had to wait for a code card to be sent and from that, the new keys were ordered. Again, once the keys arrived, I had to have the car relayed to the garage to have to keys programmed and the ECU code changed.
Your local Alfa garage should be able to offer the same service.
Between the 2 cars, it took about 3 weeks to sort out and luckily, most of the cost covered by insurance.
I didn't go to the extent of having all of the locks, ignition and ECU replaced (Alfa were quoting around £1500!) as the insurance wouldn't cover anywhere near the whole cost.
The old keys could in effect, be used to enter the cars, but they wouldn't be able to start the them as the immobiliser would kick in and set the alarms off.
Both cars now have heavy duty steering wheel locks and extra security.
Hope you sort yours out soon!