Ms. Kunin's answer is correct. I just want to add that you have to ask her to give you the ring back first and if she refuses, then you should sue her. If the ring costs less than $7,500.00, you can start your lawsuit in small claims court. The only negative for you in this situation is that you have to sue her here in Las Vegas, which will cost you for traveling. If you prevail, you are entitled to costs and fees. The fact that you are Canadian is irrelevant.
An engagement ring is a condition or promise to marriage. If the marriage does not occur, the engagement ring needs to be returned. Once married, the engagement ring is treated as a gift to the wife.
The above two answers are correct, but there is an exception. If you gave the ring to her on her birthday or as a Christmas present or on some other holiday, it could be considered a gift and would then be her property. This is a very small exception, though, and hopefully does not apply. Good luck. I had this exact same situation before.