All countries in this world have laws against cheating that makes it illegal and you can of course take legal action if you were cheaten at a website. But your problem is that most of the bitcoin website cheaters operate anonymous and while you can also file a complaint against anonymous persons, in most cases this will simply not lead to anything!
That's true we can't take any action on the hackers and scammers because they know how to hide in the internet and the IP addresses of them also cannot be traced so if we complain also there is no use with that.So we have to take care of our money.So be aware of who you are paying make sure he is a trustworthy person,and in trades only trade with who use an escrow service because they are responsible for our bitcoin.Don't get cheated by the scammers there are many websites on the internet which most of them are scams so don't get attracted by the big offers.