Help! Legal eagles how to deal with web scam stolen money?

Just to get it out of the way, I know all ready. I was stupid. Now I would like to know where to go from here. Problem:

I purchased a Louis Vuitton pet carrier from a person on craigslist. They seemed as honest as you can seem for a stranger. I sent a money order to New Jersey for almost $500. The person said they would send it by Priority Mail /signature receipt and would call me with the tracking number. There was no call. After 2 weeks, I started to worry and asked for a copy of the tracking receipt. She said it got lost. I asked for a copy of the original receipt and "it was in the package". I asked for a copy of the report to the post office that the package was lost and communication (by email) stopped.

I called the Union City police and they said it is not for them to deal with.

If you want to criticize, go ahead, but what I really want are some ideas of next steps.

Thanks.