How did you pay for it? If it was paid with a credit card or a loan from a bank, contact them to explain and see if they can do anything.
I'm so sorry this happened to you. There are some really awful people in the world
Also, you make sure they DO come with the police. Who's to say they are trying to scam you. I'd insist on the police being there, and you should call the police to make sure yourself.