Can a car dealer keep my "hold" check?

A dealer has a car listed on their inbound sheet that I wanted. I gave them a $500 "hold" check so I would ge tthe car when it arrived. The check was NEVER to be used in the deal, even at the time of sale..the deal was no money down. The car still isnt at the dealer. I am backing out. Can they keep my check? Inever signed anything and the receipt does not state "non-refundable". Again, this $500 was never going to be part of the deal,just a hold for a car that has not arrive yet.