Below is some info, but also go on ebay's homepage and at the top you will see a link to "live help" click on that and they can give you some definitive links to report this guy.
Did you give him negative feedback? And then you can go to the site map and do follow-up feedback to make the negative feedback larger.(look on right side under feeback).
http://pages.ebay.com/sitemap.html?_trksid=m37
You can sometimes get their contact information by going to the site map on ebay and find "contact member" and put in the item number and the member ID of the seller. You might get a phone number that you could call or an address...but sometimes they are not listed there too...look on right side under connect and contact member...
http://pages.ebay.com/sitemap.html?_trksid=m37 (sitemap)
Did you report him to ebay as a non-received item from seller? Here are some links to info on that (similar to above)..
http://pages.ebay.com/help/tp/inr-snad-process.html (items not received or not as described process)
http://pages.ebay.com/help/tp/contacting-members.html#contact (finding contact information on members)
You could also set up a case with square trade, which is associated with ebay.
http://www.squaretrade.com/cnt/jsp/odr/overview_odr.jsp
You could also contact the issuer of the money order and see if they have any guarantees where you could get your money back, but I doubt it.
It is best not to pay or accept checks or money orders on ebay, only to use paypal, because they can get your money back by reversing the transaction if you complain about a problem. You can file a dispute (under security tab) and immediately escalate it to a request for a refund.
https://www.paypal.com/us/cgi-bin/helpscr?cmd=_help&t=escalateTab (paypal contact us)
If nothing else, you can see when the guy has other people complaining about him and advise them that if they paid through paypal, to complain about him to paypal and set up first a dispute and then escalate it to a request for a refund right away. Lots of people don't know this and you can stir up a lot of trouble for him by seeing who is complaining about him (neg FB) and then hit their ID and hit contact member and tell them what they can do.
P.S. The guy who suggested the Colorado police and the postal inspector is a good idea also. It is mail fraud possibly, which is a federal crime.
http://postalinspectors.uspis.gov/ (postal inspectors)
http://postalinspectors.uspis.gov/contactUs/filecomplaint.aspx (file a complaint)
http://postalinspectors.uspis.gov/forms/MailFraudComplaint.aspx (mail fraud complaint)