Have the employees signed the relevant Policies in-place--like NDA, Data Security, etc?
Since when were they working in your company? And what was the general behavioral pattern of this lot? There have been cases where competitors have 'planted' THEIR people in rival companies just to steal data/projects.
This is an outright case of data theft--just go & lodge a Police Complaint with the Cyber Crimes Cell in your city [ordinary police stations wouldn't accept such complaints due to lack of wherewithal & knowledge].
You may also need to have the necessary documentation proofs that they were contacted & they denied any help.
Do you know where they went--meaning where did they join from your company?
Now looking @ this situation from another angle, it COULD BE POINTING to the possibility of a very serious HR problem within the company--unless there was something very wrong with the general working atmosphere, a bunch of employees wouldn't leave the way you say they did [however this doesn't justify what they actually did--data theft--for which they ought to face the consequences]. This could also be pointing to the lack of suitable checks & balances in the technical team(s). There would definitely have been some tell-tale signs that were missed, obviously.
All the Best.
25th July 2012 From India, Hyderabad