You can report it to the local police and have a criminal file started. You can also file a complaint with the Federal Trade Commission. Try to gather as much information as you can about the person or company, including the website, the service/product and how you paid for your items.
Report it to the Federal Trade Commission, if you have a company name. Report it to your local police department, especially if your personal information was given in the transaction. A police report is essential if you are a victim of identity theft or unauthorized use of the your credit card number.