Just be careful if any of you decide to go to his house. A year ago in a city an hour away from me this guy went to a house after being scammed on Ebay. The guy that scammed him shot the other guy after he rang the doorbell and killed him instantly. He called and left a bunch of messages on the guy's phone warning him he is coming to get his money. So he just waited for him to show up and shot the poor guy. He is now in prison for life.
If i was in your situation i would file a police report. Let them go over there and see if they can do anything. Make sure you have proof like a copy of the check or something. I know here in Minnesota that would be felony theft.
While i agree a little "street" justice would be fitting for something like this you just have to be careful now days. There is some drugged out wackos out there. Sometimes it is best to let the police take care of it.
Good luck with whatever you decide to do. I hope you can get your money back.