About as useful as when you've been pickpocketed, i.e. not in the least bit useful.

Best thing to do is walk it off, learn from it, read some other foreigners' similar experiences of being scammed/pick-pocketed and think "In ten years' time I'll look back and laugh at this!"

However, punishments for crimes against foreigners are more severe, so if you have ample evidenc and can find some cops that speak good enough English, then you may have a case. But most scammers know exactly how to disappear into the mist in a matter of seconds...