You can file a complaint with your state department of labor.
Whether the employer has to pay a fine for every day late and, if so, whether it is paid to the employee or to the state, depends on what state you are in. I only know of one state where such a fine goes to the employee and that state is neither TN nor NC.
I would also like to point out that, while it IS illegal to not pay employees, you can't get blood out of a turnip.