Dorset Police received a third-party report at 11.45pm on Sunday 7 June about an incident in Western Road car park.
A man, believed to be around 70 years old, was reportedly pulled from a vehicle by three people, who then appeared to go through his pockets.
The group, described as two men and a woman, reportedly left the scene in a black MG.
Police say they have not yet identified the reported victim and are urging him to come forward so officers can check he is safe and take his account.
Anyone with information is asked to contact Dorset Police quoting occurrence number 55260084361.
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