Typically you have to wait until the last estimated delivery date has passed to start an Item Not Received claim on eBay. If the seller is removed and eBay does not send you a message about that, and if you can no longer find the item in your Resolution Center, you can start a similar process through your PayPal account (if you used PayPal) or your credit card account. There are various deadlines that have to be met at each stage, and you must take care not to make more than one claim about a single transaction through eBay or PayPal at a time or your claim may be dismissed. Generally you are better off trying to go through eBay first; if that does not work, then try PayPal; if that does not work, then try your going through your payment source. If you open a case out of order, you cannot go backward.
If the seller actually ships something (but not your item) and can provide a tracking number that shows delivery, you must file a Significantly Not As Described claim (and typically return the item), as a valid tracking number that shows delivery would cause you to lose an Item Not Received claim. There are scams that involve shipping an item to another location in your zip code which can complicate matters further.
Bookmark the seller's feedback page so that you can monitor that to see if the seller's account has been removed from eBay, if you can find it.
