Debt collector threatening with legal papers to serve.  I have no debt.

I got a call from this number saying that I owe a debt. When asked for the information they would not give it to me they hung up on me and when I called back they said I was harassing them. I callled  back again asked for the address and They said They don't give it out because people might send a bomb or anthrax to there office. They would not send me any information.
Reporting them to the police!!!