Check the last estimated delivery date on the listing and if/when that has passed go to More Actions on the far right of your order in Purchase History and select "I haven't received it" from the dropdown menu. Escalate to eBay after 3 complete working days to get a refund.
That has to be started within 30 days of the estimated delivery date. If it's over that time you are too late to do anything via ebay but contact your payment provider and request a refund from them.