Of course you can get scammed with a escrow system in place. You can even get scammed by your neighbour!
Escrow only provides a bit more of security for both the buyer and the seller, but that doesn't mean that, as you said, you can't get scammed. But as a seller, you know that the buyer has the money to pay for your work. Without the escrow system, you would never be really sure if he had it or not.
If you have used a escrow system, you must open an enquiry so that it gest investigated. Mind you, this doesn't mean that you will get paid, or that the buyer will not keep a copy of your work. But at least, the buyer will be in the spotlight. If everybody does this, he will be rejected by the company handling the escrow, and he will have to go somewhere else.
If the agreement is in written, you can enforce it with a lawyer. Most of the times, it is a waste of money and time, though. The amount of money to spend can be multiplied if the law process needs to be taken to the courts where the scammer is, and not your country.
It is very easy to get scammed in the tradicional market, too. And it goes both ways, as a seller, the buyer may scam you. But there are thousands of cases where the person scammed was the buyer, paying up front but not receiving his goods.
There is no real way to prevent this, but a written contract and payment by parts is an option, and it normally minimized the losses.
Also, you need to study the person/company you are going to work with, and gather as much information as you can to verify if he is a legit customer/provider.
Even with traditional ways of doing business, all the business is a matter of trust, and the only way people will trust you is by getting a good reputation. If you are the buyer, people will look at your payment record, if you are a seller, previous works.
Not much that we can do about it, really.