Not much, unfortunately. Odds are your car is gone. You have probably been "dehorsed."
The dealer probably knew or suspected they couldn't finance you. They scammed you and are going to continue to scam you. They are probably going to try to offer you a loan with some really shitty terms now. And they're hoping, since they either have sold your car and no longer have it, or are hiding your car and lying to you (one of those two is likely to be happening) that you'll take it because you are desperate and need a car, and because you've become attached to this car.
If you really can't get a loan, they'll probably be able to charge you for the use of the car when you return it.
If you can't get your Caravan back (not sure why you'd want it back), you should be able to demand they compensate you for it. I'm not sure if they'd have to give you the full value or just the trade-in. (Part of accepting a shitty trade-in price, is, ideally, getting a better deal on the new car...which you aren't getting)
Ultimately, though, you're pretty screwed. You should NEVER take possession of a car or give them your car until you know for sure the deal is done.
http://jalopnik.com/cars/rules-of-the-road/rules-of-the-road-how-not-to-get-dehorsed-when-buying-a-car-325256.php
Yes, it's a scam. No, it isn't generally illegal.
