I've almost been scammed! Where should I report it? Police, Consumer's Agencies...?

It was for a work-from-home job that sounded too good to be true. But I went along with it, just in case... I have written records of all the conversations with two so-called-ladies from the "company that was about to hire me" that clearly make the scam very obvious! I would like to report it so that these people cannot make money out of honest -but perhaps naive- persons. Which institution will better take care of this issue? (Police, Consumers' Agencies...?). Thank you.