If you are buying something rather expensive, insist on a detailed receipt. Imagine buying a used car only to find out later that it was stolen. If you are buying a car, make sure the title is clear and that it can be registered. You may also need a receipt for tax purposes if you are making a business purchase. If it ends up that the purchased items were stolen, you can show the receipts to law enforcement to show that you believed it to be a legitimate sale.
If you notice anything that seems a bit "off" about a transaction, it may be best to trust your instincts and back out of the sale. While most people selling things via online markets are legitimate, scammers and fraudsters also exist.