Does anyone know what to do when they have been a victim of an employment scam?

I worked for a ompany called Gotdel corporation for about three weeks. They gave me the same information that a company called HD Couriers have been giving to its employees. I remember one of the errands I ran for the company was listed for HD Couriers. I have read questions posted about this company, so I checked their website. It is the same contractual agreement as Gotdel Corporation. I believe there is a scam operation involving these two companies, and I am one of many victims. I must warn those who posed questions about HD Courers. Do not give these companies your information. I gave them mine, and after working for three weeks, they did not pay me the 18.90/ hr., nor did they reimburse my gas and mileage as promised. This was in September. I have not heard from or been able to contact anyone at these companies since October 2. If anyone can help me or has information on what I should do please respond. I have been unable to get the proper authorities to ist me in this matter.