I had something like this happen with a laptop I was looking to buy. Send a usps money order out, never recieved, and seller broke contact. Well I took a look at the map of the area and called the state troopers stations 2 miles away from him. Last I heard he was a resident of the state awaiting trial.
Even smarter was the email he sent to another person he defrauded about shooting anyone who came to his house, I think the state troopers found that information quite useful.
I also contact the usps postmaster regarding this theft. Well like I said this person is now going to trial, and the usps just sent me a letter saying that they just recieved the paperwork, that I had sent off months ago. So the post office definately isn't going to be the fastest turn around.
Might want to get his local authories involved, the Mass. state troopers were very cooperative with me regarding this laptop, I'd would think most other stations would be even more interested in this since it is firearms related. Also if this transaction occured online there is: http://www1.ifccfbi.gov/index.asp