You could always check your credit report to start.  If they are on there I would suggest asking for proof of the debt.  That might allow you the opportunity to investigate it.

Multiple aggressive calls - I still don't know who they are or what they want... When I tell them to contact me by mail and to stop harassing me with calls - they hang up!!  They say it's some financial group?

Bad callers

First call from this number.  Caller ID reads Anthony Jackson. I don't know this person and have since blocked the number.
It appears from other posts here it is a collections company of some kind. Sounds like another group of bottom feeders.

Received call twice. Never picked up call. First call, received voicemail, about 30 seconds. Sounded as if a radio was playing quietly in the background, and no other noise. Second call, no voicemail.