Some insurance companies, such as Kemper, had aftermarket coverage written into their policy. USAA is supposedly the same way. As everyone else said, call your insurance company or read through your entire policy.

If it isn't automatically written into the policy, you'll need to purchase supplemental aftermarket coverage. Even with this, many still limit you to how much stereo equipment can be replaced (i.e. $1000 cap on stereo equipment). Best thing to do is call and ask.