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Your father may apply for a new visa or apply for a repalcement of the visa. If he applies for a new visa, he does not need to report the visa lost to the US Embassy/Consulate. If he applies for the repalcement of the visa, just read the following which is cited at:

Lost and Stolen Passports, Visas, and Arrival/Departure Records (Form I-94) (state.gov)

 

Report your Visa Lost/Stolen to the U.S. Embassy or Consulate Abroad

To report your visa lost or stolen, email the Consular Section at the U.S. Embassy or Consulate outside the United States which issued your visa. Go to the U.S. Embassy or Consulate website to locate the email address and contact information. Be sure to include your full name, date of birth, place of birth, address in the United States, and an e-mail address (if available). Specifically state whether the visa was lost or stolen. If you have a copy of the passport or visa, scan and email this to the embassy or consulate. Otherwise, if known, report the category of visa, and the passport number from the lost/stolen visa.

If you have already reported your visa lost/stolen to the U.S. Embassy or Consulate, and then you later find your misplaced visa, then your visa will be invalid for future travel to the United States.  Therefore, in that situation you must apply for a new visa at the U.S. Embassy or Consulate.

 

Applying for a Replacement U.S. Visa

Lost or stolen U.S. visas cannot be replaced in the United States. For replacement of a visa, you must apply in person at a U.S. Embassy or Consulate abroad. When applying for the replacement of a visa, you will need to provide a written account documenting the loss of your passport and visa. Include a copy of the police report.