Deposi Not Refunded and No Lease Signed

A Realty Company in NYC took a Good Faith Deposit from me for $2000 for an apartment in March, 2013.
I was then informed the apartment was rented to someone else. The realtor had cashed my deposit and would not refund it.
I was shown another apartment in April, 2013. The realtor applied my deposit to this apartment which also fell through before the lease was presented to me.
He did not refund it.
Now I am looking at another apartment. They have transferred my security deposit to this one. They said I was approved and then returned to tell me they would not accept my mother as guarantor due to her advanced age even though she has $10 million in the bank. They then told me I would have to provide five months rent up front which is over $8000.
I do not have $8000 and I told them this.
They sent me an email saying " You better decide if you really want to forfeit all this money. The deposit is not refundable". He is referring to the $2000 he took and cashed in March for a different apartment altogether.

Can anyone advise me on how to get my security deposit back? Are there laws prohibiting a security deposit from being refunded if the apartment was never leased and it was not my fault?