How can I recover my money from a scammer?

Could you please elaborate on the steps I could take to retrieve my funds from a fraudulent individual? I've been a victim of a scam and am desperate to get my money back. What are the initial actions I should take? Should I contact my bank or report the scam to law enforcement? Are there any specific agencies or organizations that could assist me in this matter? Also, what information do I need to gather to support my claim? I'm not sure where to start, and your guidance would be greatly appreciated.