Yes, like what oberon said, you're liable under contract law if you do not pay the fee. However, it's very rare that anything will happen to you personally. What generally happens is that the seller will submit a Non-Paying Bidder form, and leave you negative feedback. The former will give you a warning (3 strikes, and banned from eBay), and the latter will make it difficult to bid on certain auctions.
For more info, read the
Non-Paying Bidder Policy.
As for ending auctions early, even with bids, I've seen this happen before. For more info, read the
Ending Your Listing Early Help. If you feel the seller ended it without a valid reason listed there, then you may contact eBay about it.