Car dealers don't give money away, in my experience. It could be for a variety of legal reasons that it was sent back, or it could be an "honest" mistake (a rare occurrence with car dealers). You need to talk to a local Consumer Law attorney who deals with this kind of case. Call your local attorney's Bar Association and ask for a referral to a Consumer Law attorney near you or you can go to this web site page for a Free Online 50 State National List of Consumer Law Lawyers (http://www.ohiolemonlaw.com/ocll-site/ocll-locate_local.shtml) and find one near you (lawyers don’t pay to get listed here and most of them are members of the only national association for Consumer Law lawyers, NACA.net). But act quickly because for every legal right you have, there is only a limited amount of time to actually file a lawsuit in court or your rights expire (it's called the statute of limitations), so don't waste your time getting to a Consumer Law attorney and finding out what your rights are. If this answer was helpful, please check the box below.
I concur with the previous answer in that you need to investigate this further with a qualified attorney. However, even if it was the car dealer's mistake, if the check was sent to you in error you will be legally obligated to return the money.