Yes, there is a bad buyer/seller/trader group to warn others on facebook. it's pretty geared to the pony community. (if you have any difficulty finding it, please don't hesitate to send me a message)
Now.
this was something I didn't know until more recently. Typically a lot of local police will not care much- but there are very specific places to report fraud like this, and they will handle it. and ALWAYS report it. People who scam don't pick a sole isolated victim. you will be one of many, and the more victims who report, the faster these scammers are faced with legal consequences. And, although it takes time (faster with more reports from more people) when it comes time to pay the piper, it's no longer a crime they can get away with without ruining their entire life pretty much.
if one party is in the USA
FBI's IC3
and US scammer
U.S. Postal Inspection Service
Internet crimes involving mail fraud can be reported in both places. Most countries do also have post inspectors to file reports in a scammers home country too.
If anyone is wondering,
get a criminal record you can't rent a nice apartment or house, you could lose your job, you become pretty close to unemployable. think of all the things in life that you're asked if you have a criminal record.
I have heard of older cases where some victims started getting money back through court restitution. some though, will never have money to repay.