Your transaction is contractual in nature, and therefore a civil matter unless you can prove that the dealer had an intent to defraud when you gave him the money and had no intention of providing the product. that would be theft through fraud. It is difficult to prove ones intent at a particular time, and thats why police departments try to avoid such claims. they are not there to enforce bad business decisions.
In Florida, we have a civil theft statute which allows recovery of 3 times the value of the damages, plus attorney's fees, for such actions. However, a judgment for damages is just a piece of paper and if the party is uncollectable, you only have something to frame and put up on the wall.
I suspect your payment was to a corporate entity, and not an individual. That just complicates recovery because the corporation cant go to jail, and the individual is not responsible for corporate debts.
there are particular statutes that allow for criminal penalties for diversion of funds that can be used in construction cases, for instance. I dont know the particular laws in New York.
I always use paypal or a credit card, even if I have cash, on larger purchases. Its hard to get cash back.