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Yeah I think that's what I'll do. Is there a legitimate way to do it other than to lie about not receiving it? I called the police and have a crime number.
spiderpie-
The problem I found was that the police (rightly) said that it wasn't up to them to decide if it was mine (that lies with a judge/magistrate/jury), so they couldn't tell eBay to pull the listing. I didn't want to report it, because then it would be lost and my arse would hate me for wasting its pain, so I just bought it (for way over its value, but hey ho). Once I had it, the police still weren't much use at that side of things, although they did arrest some people related and prosecute someone.
If you get it back you may be able to prove its yours, but if you don't have pictures of it elsewhere it will be difficult without it being expensive.
hamrack
This happened to me (story here). I called the police and eBay, but neither were able to do anything fast enough (fortunately I had a few distinctive scratches and pictures that identified it as my saddle). In the end I bought it and managed to get a refund through PP.
Report to the police - they may be able to do something. Are you able to PM me a link to the sale? I'm curious if it's the same guy as who sold mine.