Hello @Kathy96. It is discouraging when items are missing and/or damaged. Do you have a security deposit and have you contacted the guest within 48 hours of check out to ask about the damage and missing items? Some guests will own up to the problem and some will deny. If the guest admits, then it is a simple Resolution Center claim. If guest denies, then it might be difficult to prove but you can submit the receipt for the comforter and shams and pictures of the damage.
Of course you may just have to write it off as cost of doing business. Do you think there were any warning signs the guest would not be respectful of your place?