He said his name is Alex Marshal and he is from IRS. He said I have to call back to finish the process of my case and  If I did not return his call, officers will be at my place

I have many missed calls from that number but they never left a message

We just got scammed by mr Marshall& his Indian buddy with a threat to pay or get arrested by sheriff

Got a call said was from IRS and that i owed money. That i didn't declare that i was sending money abroad through Money Gram/ Western Union. Said i was up for arrest & that if i did not settle it out of court, police officers are gona be at my door within 30 minutes to arrest me. The people on phone were of Indian origin, i could tell from the accent.
I was suspicious that the first guy who called & said was Matthew was Indian & when he transferred me to his supervisor claiming to be a Federal agent too was Indian claiming to be a one Marshal.
So i stuck to my guns, told him i did not owe any money to the IRS & that will talk to my Lawyer. He threatened that once we hung up the call the out of court offer is off the desk & that i should wait for police to come pick me up. I hung up

There is a fairly common IRS or "tax scam" being practiced by scammers in both Canada and the USA.
USA tax payers should read this:
http://www.irs.gov/uac/Tax-Scams-Consumer-Alerts
Note particularly the links at that site, warning of the scam!

A shorter explanation is Scam  #11, as shown at
http://phonehelp.2truth.com/facts.html

That site also shows how other 800notes visitors have reduced the number of telephone scams and telemarketing calls they receive. (That site also has a link to Amazon's phone blocker devices and apps, as well as a page showing various government sites that accept complaints or warn about scams.)