hypothetical scamming

Let's assume i got scammed during my first trade ever...

Would there be a way for me to get a new key and/or let them revoke the old key? Providing I have screenshots of the scamming and proof of ownership of the key.
Also, who would I need to contact?

• The site that sold me the key?
• The makers of the game?
• Steam?

this is purely hypothetical...