No because you know where the kids are/were. You'd be filling a false report and could get in trouble yourself.
I'd report her to family court if you have shared custody.
If you have sole custody, you could press charges for kidnapping and transporting minors across state lines but I'd just go through family court. It looks better on you that you don't overreact. The judge will see she's out of line - you don't want to appear as if you're blowing things out of proportion.