While you can file a complaint with the state Attorney General, realistically this rarely does anything.
That means you have to sue to recover money, although you can challenge it if you used your credit card to pay for it, and you can also take advantage of social media to warn others of the problems.
Unfortunately, you are probably going to have to sue them where they are located. First, you may want to visit with a local lawyer to see what they think your judge will do if you file locally.
I am assuming that you made the booking from where you reside and that you did so online or over the telephone so you do have some argument about the local courts having jurisdiction but generally you have to sue where the property is located.
You will also want to take your paperwork to the lawyer and let them look over it to see if it has any provisions requiring arbitration or anything else that could cause an issue.
There is also a chance that when they get a letter from a lawyer, on the law firm letterhead, that they make an offer you can live with.
If your question has been answered then I'd offer my best wishes to you and ask that you please not forget to leave a Positive Rating so I receive credit for my work. Of course, please feel free to ask any follow up questions in this thread. I want to be sure that all of your questions are answered.