If it's been longer than 72 hours since your auction ended and you haven't received the item, you can submit a support ticket. as described below.
1. Go to the Battle.net Support website at https://us.battle.net/support/en/ticket/submit
2. Choose "Diablo III" as the game with which you need assistance.
3. Ensure that "Use a few words to summarize your issue" is selected.
4. Type in "auction house" and click Next.
5. Choose one of the options that best matches your problem.
6. Scroll down to the bottom of the page and click "Submit a Ticket".
7. Fill out your ticket and click "Submit".
Threats of violence. We take these seriously and will alert the proper authorities.
Posts containing personal information about other players. This includes physical addresses, e-mail addresses, phone numbers, and inappropriate photos and/or videos.
Harassing or discriminatory language. This will not be tolerated.