Contact the airline immediately. You will be required to fill out a lost ticket application. The airline will either issue a replacement ticket (after you sign an agreement to reimburse the airline for the cost of the replacement ticket if someone successfully uses your lost ticket) or force you to purchase a replacement ticket at the currently available fare (often outrageously expensive because you do not get any advance purchase discounts). In addition, you usually have to pay some sort of service charge or penalty.
After waiting some time (usually two to six months), the airline will issue you a refund for the price of your replacement ticket (less a handling charge) if your lost ticket was not used during that time.