Call the cops and turn it in. You don't know if it has been used in a crime, ie a murder. If you get caught with it later on it could very well cause you some major malfunctions with the legal system and maybe even a decent some of money for legal defense. Besides, even if it wasn't used in a crime, if you lost one or had one stolen you would want whoever found it to do the right thing so you could possibly get it back. Honestly is always the best way to go, and unlike dishonesty, it won't come back and bite you in the arse later down the road.