A 53 CD embassy car harassed me in broad daylight. Opened the door of my car and took the key. What do i do?

I had been driving from home to my office in connaught place. After a while, this golden mercedes comes right ahead and starts driving rashly and insensitively. I try to overtake and he doesn't let me. Finally I overtook and he started following my car. I take a left inside the Janpath lane next to Imperial hotel. Due to some traffic, i had to stop. This Japanese guy comes out, opens my car's door, pulls out the key and drives away to glory! I need to take serious action against these people. Please suggest. Thanks, Hitika