There are certainly a lot of absolute scams on the internet, the scam reporting sites like ripoffreport.com expect you do document the details of your experience.
You may just have to settle for the satisfaction of hurting their future business a bit by reporting your experience on several of these sites for other people to see.
Purchasing through a credit card or paypal, which will provide a chargeback refund in clear cut cases of non delivery may be more effective than the legal system or reporting to the federal trade commission in cases where contractual fine print protects the seller.
I would be a little more concerned about that thousand dollars than what I'm calling them.
In this case, I would read through their terms and conditions and look at their refund policy (if they have one). If there is something that they didn't abide by to get you your refund, you can sue them. But if they don't have a return policy, you might be SOL.
So i called a company a "scam" because they failed to refund me back my 1000 dollars. Is it wrong to call a company a "scam"? It has been more than 3 months and they said they will refund me back my money but failed to do so.