Here you can find a list of government and no-government agencies devoted to investigate Internet frauds.
You can also file a complaint here at FTA, if it is about a website or an auctioneer: File a Complaint.

Type of Authority	Description
Better Business Bureau	Locate any Better Business Bureau office in the Usa and Canada, for reporting fraudolent activities.
Federal Trade Commission	US government organization devoted to ruling trade between businesses and consumers.
Call For Action	Offers assistance in resolving problems with businesses, government agencies and other organizations in the Usa.
FBI Anti-Fraud Center	For victims of Internet fraud, IFCC provides a convenient and easy-to-use reporting mechanism that alerts authorities of a suspected criminal or civil violation.