After the transaction is concluded, if the buyer didn't complete it, you can operate in the following steps:

1. Contact the buyer -  Most problems can be resolved by communicating directly with your buyer. If 7 days have passed since a buyer won your item, and you still haven’t received payment, contact your buyer and find out whether he or she plans to pay or has attempted to pay for the item. If the buyer has attempted to pay, try tracing the payment through PayPal or the buyer’s other payment method.
 
2. Work it Out in out Resolution Center - If you can't work things out directly with the buyer, you can open a case at our Resolution Center, which creates a dialog between you and the buyer through our system and tracks your case for you. You can open an unpaid item case in the Resolution Center 7-45 days after the sale if you don't receive payment from the buyer.

To learn more: http://pages.eBay.com/help/tp/unpaid-item-process.html