Well, that is kinda weird. A "clean" number? FBI involved w/ credit card theft in AUS? News stories? That "bank" lady's story sounds kinda like bullshit to me. Did she ask for any personal information from you when she called? Addresses, account numbers, etc.? Why did they call you instead of sending info in the mail?
Whenever someone calls me like that unexpectedly, I always tell them I'm busy, then look up their biz number in the phone book and call them back at that number. Once you've been an identity theft victim, you learn not to trust anyone w/ your info.