I am never surprised at how far scammers will go in order to get new victims. It seems they are now combining targeted spam with phone numbers that utilize voice recordings that prompt the user to provide account information.
http://www.theregister.co.uk/2006/06/26/voice_phishing/
http://www.websense.com/securitylabs/alerts/alert.php?AlertID=534
How can you protect yourself? Here are three tips that might help:
1) Be suspicious of any email with urgent requests for personal financial information.
2) Don't use the links or phone numbers in any email to contact your online service provider. Instead, keep your online service provider's phone number, address, and website on record. Always verify the number with the one you have on record. In most cases, service providers never ask for account passwords.
3) Familiarize yourself with your online services provider (I.E. Banking, ISP, Utilities) and their methods of operation and privacy policies.