An employer cannot arbitrarily refuse to pay your final paycheck. You should send them a certified letter demanding payment. If you are not exempt from the minimum wage laws, they may be in violation of the Fair Labor Standards Act if you are not paid. An FLSA claim can be filed with the U.S. Dept. of Labor, Wage & Hour Division. Utlimately, if they do not pay, you can bring a claim against them in small claims court.
Disclaimer: This answer is provided as a public service and as a general response to a general question, it is not meant, and should not be relied upon as specific legal advice, nor does it create an attorney-client relationship.