This scam artist may not even be a real estate agent or broker but merely posing as one. Are you talking about a rental or a sale? In a sale there would be no turning over of funds from you to an agent. If it is a rental, your checks would be to the landlord or management company.
I would seriously consider making a police report if your money truly was stolen. Then I would Google him to see if he is really associated with a brokerage, contact the broker, and report it there. If he really is licensed, yes, you should report him to the Dept. of State, as that is who issues our licenses.
Generally, no monies are given to an agent or broker. All monies in any transaction are handled by the attornies.
I need to know what happened.
I look forward to your inquiry!