I have a problem ive been a victim of a scam?? what can i do?

i got a letter in the mail saying i won money, and i deposit a check that they had mailed me. the next day i went to withdraw the money to send as taxes stated in the winning letter then i get the whole winnings, and so i transfered it but the bank said the check was returned and now i am f%*k*d excuse my speech. i called the bank and they said they froze my account and i cant pay for what i took out which was the money transfer i sent. what can i do, can the bank that i choosed to send the money, find the location where the money was taken out, then call the business where the person went in and took it out, and can i track the number it was on the letter, i used my caller id on my phone and it is in canada. can the police do something about it? please help i need it alot