As in, the breeder DISAPPEARED? I wouldn't even know what to do. I guess paying the deposit doesn't necessarily mean there's already a contract, and even so you would still have to find them to sue them. But if you've already paid in full there is likely a signed contract.
I suppose I'd go through a bunch of dog contacts, ask show people, other breeders, etc, about whether or not they've seen heads nor tails of them.