Caller said he was an officer from the Dept. of Crimes asking for an employee.  When I wouldn't give out the employee's phone number he then became argumentive.

Here's another one:
http://800notes.com/Phone.aspx/1-888-724-4111

See notes under:
http://800notes.com/Phone.aspx/1-678-954-0513#p_skVGH5AWQCNvQjKOXIIjg
http://800notes.com/Phone.aspx/1-678-954-0520#pu5aEW09AWQAWKwjKOXAHJw
http://800notes.com/Phone.aspx/1-404-000-4321
http://800notes.com/Phone.aspx/1-404-000-3849

And, MANY others....

Called my place of employment stating they were from a Crime investigation for finances dept... Of course because of confidentiality, my employer was only going to take the message and not give out my information. Try calling me at home you idiots!! Might have tried but conveinently might have thier number blocked to read unknown caller- yeah, I don't answer those...

No collection agency has the authority to have anyone "picked up" or arrested for anything, and it's illegal for them to threaten such a thing. And you're right, they do have to provide you documentation.  If they don't, you don't pay. (You'll need to double check this, but I believe they have five days from the time you request the documentation to provide  it.)

But considering that they've already broken the law, I would refuse to deal with them at all. Federal law gives you the right to inform the debt collector to cease all communication with you. You call tell them that verbally but putting it in writing is the best course of action. (See the Bud Hibbs' website below for more information on the cease-communication letter.)

The behavior of this debt collector is more than actionable. If it were me, I would retain counsel and sue them for violating your rights under federal and state debt collection laws. Many consumer law attorneys work on contingency, so that makes retaining their services easy and affordable. Any of the links listed below can refer you to a consumer law professional.

At the very least, you should file a complaint with the Federal Trade Commission at https://rn.ftc.gov/pls/dod/wsolcq$.startup?Z_ORG_CODE=PU01   and with your state's attorney general. (You can find your attorney general's contact info here: http://naag.org/ )

Check out these websites for advice, legal assistance and attorney referrals:

http://www.BudHibbs.com/First.htm
http://members.naca.net/findanattorney.php
http://www.fairdebtlawyers.com/

They keep calling me at work saying they are a collection team has investigated me and was going to come pick me up for a bad check back in 2005.  Here it is 2008, I requested info on this, and they have never sent me any, and wont.  They say they don't have to send me anything.  Isn't the law that a collection agency has to give you 30 days to dipute any claims.  If I owe then I will pay, but I am not going to just hand over money without documentation.