Newegg.ca refund?

Did you have to sign for it ?
If you did not have to sign, contact them yourself and say the package didn't come and you'd like to file a missing shipment claim.
You'll have your money back in 5-7 days.

^ what this guy said.

Or just contact them, through a phone service that you want your package cancelled lol.

Or cancel your transaction by contacting your credit card provider.