By the sounds of it, the contract the OP signed was for a specific car qualified with VIN. It was supposed to be shipped from another dealership.
However the other dealership sold it before sending it to the OP's dealership.
This happens. I've worked retail long enough, especially this time of year enough, to know that it happens. You have someone that wants something and it's right there in front of them, you haven't had time to process the paperwork to send it elsewhere, and by the time you get the chance to it's gone. Assuming that all parties are acting ethically, it's very possible that the car was sold without any ill will or bad faith.
Since the contract was for that specific car, it would be void.
However the dealership did just lose a guaranteed sale, with a customer they made happy, and had an externality turn sour. They are under no obligation to do anything, but probably would to make you happy, and get the sale for themselves.
I know I'm too late saying this, but if you were to go in, be civil and understanding it'll go a LONG way to getting a better deal. They'll be thankful that they don't have to deal with an irate customer, and be more willing to throw in the freebees that don't cost them anything anyway.
If you're going to ask for add-ons, ask for add-ons they can actually provide. Don't say you want a luxury sports car for the price of a compact, but the additional service plan, or free oil changes while it's under warranty, or perhaps studded winter tires to go with the standard set that it comes with.
Keep in mind the salesman wants to please you, and close the sale that he already closed (trust me, he's probably more cheesed off over this than you are, you can still take the bus, he lost out on putting food on the table because of the other dealership).
Civil and polite will get you so much farther than being irate, and upset. If you were to simply take your ball and leave (which is an option) you're going to be too hot headed, and in too much of a rush to get a new car that you won't be able to build proper rapport with other salesman and rush into a deal that probably won't be as good as the one you could get staying with the current dealership.
I'm rambling as it is ten to one and I should get to bed.
However, while it'd be funny if you reported it stolen, realistically it's not in your name so the only people getting a visit from the po-po would be you
