Unfortunately, until all parties agree how the deposit is to be dispersed, whomever is holding the escrow is not allowed to release it. This is regardless of who is entitled to it--which from what it seems, you are. If the seller refuses to allow the deposit to be released, you may have to file a lawsuit.
If you and the seller have signed a release stating that you are entitle to receive the deposit back, you should have gotten it by now.
Who is holding the escrow? This should be noted somewhere in the paperwork you drew up with the offer. Usually it's on the "buyers estimate of closing costs", however it can be on a separate form--probably titled "Deposit money notice". Most likely, the listing (selling) broker is holding the deposit. It is possible that the listing agent told your agent it was in the mail and is giving them the runaround. That said, your agent should probably be more aggressive in getting it back to you.
Call the office of whoever is holding the deposit (your agent or the seller's agent) and ask to speak to the broker. Tell them what's going on and demand your deposit be overnighted to you.
If all else fails, contact your local board of Realtors. It looks like you are in Philly, so here is their contact info:
Greater Philadelphia Association of Realtors
Let us know how you make out.
Once again, thanks so much for the answers!
A Happily Refunded Chump
You probably made your deposit money check payable to the listing broker's office. Your agent's office needs to first get the check from the listing office and then get it to you. This will only happen after a release has been signed by the terminating party. Sometimes this takes longer than desired. It is your Realtor's job to be on top of this. I agree that you should address this question directly to the Broker of the office you've been dealing with. Also, check your Buyer/Broker agreement for the terms you've agreed to regarding what happens in the event of termination in this circumstance. Best of luck.
William Festa Realty