If the employer erred--you'd given the instructions or information necessary to cancel *in sufficient time* (note: you often need to change or cancel direct deposit several days, or even a week or two, in advance, because once the process for a given payroll starts, it can be difficult or imossible to stop)--then they are liable for their error and have to pay you. If you did not give them instructions in time, then they don't have to pay: it's your error and therefore responsibility.If it was your the employer's mistake and they won't voluntarily correct it, you could sue them for the money; that of course is a drastic step which you should consider carefully before doing, but is your right.Note that proving that it's the employer's error could be very difficult if you did not provide the instructions in writing, sent in some way that you can prove their receipt of them (e.g. by email or fax).