In California when purchasing furniture and a deposit is applied to hold said items can you request your money back even though you signed a slip showing all sales are final?

That piece of paper means something. you promised to buy and gave money. They held the furniture for you until you could complete payment. "All sales are final" means exactly what it says.

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The above answer is not necessarily true. According to: (http://ag.ca.gov/consumers/general/refund_policies.php),

"The policy must be displayed either at each entrance to the store, at each cash register and sales counter, on tags attached to each item, or on the company's order forms, if any. A return policy printed only on a receipt, for example, is not sufficient.

If a store violates this law (California Civil Code section 1723), the purchaser can return an item for a full refund within 30 days of purchase."

Also, a deposit is not a completed sale. Most retail deposits are "Earnest Money / Good Faith" deposits, in other words, it is just showing your intent to complete the sale - These deposits are not what completes a sale (if they were, you would have your furniture and it would have been called a payment for goods.). That all being said, you should to check to see if anything is noted about deposits being non-refundable if the sale is canceled.