Not paid after training

I was hired as a manager and went to their paid 2-week training. At the end I opted not to work for them and gave them a 2-week notice upon returning from the training. They said I did not have to work at all and allowed me to quit immediately. I never received the paycheck for the 2 weeks I worked. It has been 2 months since I quit and almost 1 month since I emailed them 3 times asking for a paycheck and they have not sent it yet or confirmed I am getting one.

What are my options?

Based on what you say here, you could file suit against them (or at least threaten to do so) in small claims court or in regular court; filing in small claims court is easier and requires no attorney.