In my letter/mail of [date] , I explained that the merchandise I ordered from you hadn't arrived. I am attaching a copy of that correspondence for your convenience.
Having received neither the merchandise nor a response to my previous letter, I am requesting that you refund the [amount] remitted with my order. Attached is a copy of my cancelled check.
I shall be looking forward to receiving my refund promptly. Thank you for your immediate attention to this matter.