THIS IS AN EXTORTION SCAM. Scammers pretend to be law enforcement (police, sheriff, Feds, AG's Office, fake cop agencies with made-up names) and may be using bought/hacked/phished loan application data to extort money or personal info for fictitious crimes.
The real DEA warns about fake-DEA extortion scams here http://www.justice.gov/dea/pubs/states/newsrel/2010/denver111010.html 
The real FBI warns about payday loan extortion scams here http://www.fbi.gov/news/pressrel/press-releases/paydayloanscam_120710 
The real FBI warns again http://www.fbi.gov/news/pressrel/press-releas ... nt-payday-loans 
The real FDA warns about fake-FDA extortion scams here http://www.fda.gov/NewsEvents/Newsroom/PressAnnouncements/2009/ucm195814.htm 
The real FDIC warns about fake-FDIC extortion scams here http://www.fdic.gov/news/news/specialalert/2010/sa10131.html 
Report to the Internet Crime Complaint Center http://www.ic3.gov/complaint/default.aspx , the Federal Communications Commission http://esupport.fcc.gov/complaints.htm , the Federal Trade Commission https://www.ftccomplaintassistant.gov/ and your state AG http://www.naag.org/current-attorneys-general.php as appropriate.

Keep an eye on accounts and read up on how to respond to ID theft.

Lady called our home number; my wife answered.  Knew my name and asked for me.  Told my wife that I had applied for an auto loan.  Which wasn't true.  My wife called her on this; she hung up.

I also received a call from these people and I was scared at first but then after reading this I am realizing that I nothing bit a big joke. I'm happy but I hope they don't try to use my social number for anything.

This is too funny....no one has the same call driver listed.  *sarcasm* So this sounds totally legit. *sarcasm*

Just received a call and they actually left a message.  They're offering home security systems.