A person who finds lost property has a duty to try to determine its owner. Typical state laws require the finder to make a "reasonable effort" to locate the original owner. Additionally, the finder must take "reasonable care" of the lost property by maintaining it in adequate condition.
If it were a smaller about, like $20k, I might just post on facebook and take a newspaper add out to find owner.
If it's $1m, you involve the police, because you don't want the sicario coming to collect from you.