Hi!
I am so sorry to hear about your dreadful experience. Unfortunately, there is no official governing body that includes and ethics committee. The NDCA is the closest thing we have to a governing body, but all they really do is manage competitions in terms of when they take place, how long the judges should get breaks, etc. The only requirement any of us have to become members is to pay our yearly dues, so they really don't have any power to do anything to this guy.
If your goal is to keep other's from being swindled, I think your best bet is to harness the power of word of mouth and social media. Tell everyone you know about what happened and do the same on Facebook, Twitter, whatever. However, before you do any of this, have you spoken of this to the studio owner? Have they done anything to either help your situation or penalize the teacher? If you have, and they refuse to help, you can always review your experience on Yelp. Don't make claims about this person's character, just state the facts of what happened. I imagine you can't be sued for defamation of character for simply stating facts about a situation that actually happened and you have evidence of. Please bear in mind that I am NOT a lawyer, and you may want to ask about how that works.
I wish I had a better idea for you, but seeing as how there is no way to get your money back, it seems that the only thing you can do is try to keep others from having a similar experience. As a professional dance instructor myself, I am always hugely embarrassed to hear stories like this. Please do not let this one guy ruin dancing for you. He really is the exception to the rule. That being said, do be careful in the future and be sure to treat your student / teacher relationship like the business transaction that it is, as there really is no official recourse for you to take within the industry itself.
Best of luck to you.