Getting a loan or lease: Vehicle loan or lease

An auto loan/vehicle account was opened in my name without my knowledge or permission. I did not apply for this loan, did not sign any documents, and did not authorize anyone to use my identity. I discovered this account through my credit report/collection notice. I believe this is identity theft and I am requesting that the account be investigated, removed from my credit report, and that I be provided documentation related to how the account was opened.