If the US mail was used to send payment, or a postal money order used, file a mail fraud complaint. It usually gets their attention when they're contacted by the US postal Inspectors.

I filed a mail fraud complaint a few years ago about something I won on eBay for $0.01 ($10 shipping) that was never sent. After a few months and being contacted by the Postal Inspectors, the seller sent my $10.01 back.