It's important to remember that con artists can now "spoof' phone numbers to make it look like they are coming from a legitimate source, such as your bank.
A scam in which people pretending to be stranded travelers give people fake jewelry as collateral against a loan to get back home has been reported in Wyoming.
It's a scam, and the post says that law enforcement will never call people up and demand their personal information under the threat of an arrest warrant.