Can a Realtor keep a sec dep if I never signed a lease?

I filled out an application on an apartment, and the application did NOT say anything about the security deposit being non-refundable. Only three days after giving the security deposit, my boyfriend lost his job and we went up there immediately to get the deposit back. I NEVER signed a lease. Never even saw any contracts and never got any verbal statement that the deposit was non-refundable. And now they say that they're not going to refund anything. I live in Georgia, by the way. Is this legal?