I'm in the process of getting Anthem to pay for my credit monitoring now. If you're in the same boat of not wanting to wait for a snail mail letter, call 1-877-263-7995 and escalate twice.
They were supposed to call me back and didn't. I ended up just setting a 90 day fraud alert on my credit profile[1] and with ChexSystems[2]. Both are free for people who believe their identity may be compromised; you don't need a police report. They also give you a link to get a free credit report. Both may be renewed after the 90 days expires.