File a police report. If you experience a scam, the documentation may be of value if there is some means of recouping your loss.
File reports with the federal government. The FTC and the Federal Bureau of Investigation’s Internet Crime Complaint Center use fraud reports to target their investigations; the more information they have, the better they can identify patterns, link cases and ultimately catch the criminals. Contact the FTC at reportfraud.ftc.gov and the FBI at IC3.gov.