If you've taken your communication offsite to Yahoo, Hotmail, Gmail or another email service, learn how to reveal and decode IP Headers. IP Headers contain IP addresses through which an email has passed before it gets to you. In most cases you will be able to trace the geographical location that the email came from.
This is not foolproof however - there are ways of hiding or cloaking an IP address, but most scammers don't bother because they make money without having to.
For information on how to reveal the IP Headers for the e-mail program that you use, please visit the HaltAbuse.org website.