Ponzi Schemes are Illegal in the US, most other countries don't have much in the way of laws considering these types of things,
I think you will find there are many countries that consider this kind of financial fraud criminal and have drawn up laws to deal with it.
I don't know whether there are specific laws for ponzi-style scams, but the UK certainly treats ponzis as financial fraud. Like most financial fraud, it'd tend to be investigated by the City of London Police (this is a comparatively small police force that mostly deals with financial crime - the "City of London" is to London what Wall Street is to New York). The City of London Police operate the National Fraud Intelligence Bureau and
Action Fraud - if you're the victim of a ponzi scam in the UK, it's Action Fraud you should talk to.