@turkay1-- @alisha has given great information, I agree with those recommendations.
If the complaint is related to e-commerce, you can also contact ICPEN. ICPEN is the International Consumer Protection and Enforcement Network. They have an initiative where people can make complaints about internet fraud. This is especially for internet stores that engage in fraud and have no physical location in one country. The information is shared with international law enforcers.
ICPEN doesn't open legal cases but they try to resolve complaints and make sure that consumer protection agencies in twenty eight countries know about fraudulent internet sites.