Read the first two pages, then skipped to the end, so if this has been covered, forgive me in advance.
Edgar, if you keep this to yourself, you are not a "nice guy," you are a sucker. And what's worse, you are enabling them to continue this sort of behavior, and possibly worse.
Think about it. If it was in fact them, then they took the time to plan this, and execute it. This is not a casual act, or one of impulse. It is preying on fellow human beings, and it is pathetic.
If you've read books like Blink, etc., you may have heard that there's a lot of evidence that our human "gut instinct" is very often right. If you really, strongly felt you were set up and she was deceiving you, then I suspect, without knowing anything of course, that you have good, if subconscious, reason to.
Go to the police. If it wasn't her and her boyfriend, no harm done, worst they may get is having to answer some questions. If it was, think about this. They preyed on your trust and good nature, and by acting scared/discouraging you from going to the police, they (she) are very likely doing so again.
Don't be suckered again.