You didn't do anything illegal.  If you were being sued, you wouldn't receive a vague phone call.  You'd be served a court summons via process server (or sometimes via certified or registered mail).  The threats are illegal.  The threats are also bogus.  Debt is civil, not criminal, so you cannot have "criminal charges" against you, even if you did default on a loan.

Per the FDCPA, you should not pay any caller who refuses to mail - do not accept email or fax - proof of debt/proof that they have the legal right to collect said debt. Refusal to mail this documentation within five days of their first contact with you is another violation of federal law.  

http://800notes.com/forum/ta-86217073a9c8dad/ ... 077595690349410
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http://www.consumer.ftc.gov/articles/0258-fake-debt-collectors
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http://www.deadiversion.usdoj.gov/pubs/pressreleases/extortion_scam.htm
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Also read up on the laws and your rights:

Harassing calls from a debt collector? Here is what you need to know
http://800notes.com/arts/Jb8EW-eDhQA/harassin ... ou-need-to-know

http://www.ftc.gov/os/statutes/fdcpajump.shtm

CFPB Q&A on debt collection practices
http://www.consumerfinance.gov/askcfpb/search ... debt-collection

http://www.consumer.ftc.gov/articles/pdf-0096-fair-credit-reporting-act.pdf
http://www.consumer.ftc.gov/articles/0149-debt-collection
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Follow the steps in what you need to know. A legitimate debt collector agency should not have a problem with giving you a real business name and address you can google and verify via google street view, BBB etc.
For extortion Scam Operations, file reports with the FBI, your state attorney general and Department Of Justice,FTC & FCC..

http://www.nw3c.org/
http://www.ic3.gov/default.aspx
http://www.fbi.gov/
https://www.ftccomplaintassistant.gov/#&panel1-1
https://esupport.fcc.gov/ccmsforms/form1088.action
http://www.consumerfinance.gov/complaint/

And folks should consider looking at maybe getting call blocking device or phone....you can Google them and many are around $60 or so.

I just got a call today. They say its some kind of law form. And that i have a case number and they will send paperworks to my place of work or something and will press criminal charges against me. I mean who are these people? Why do they threaten me? I dont remember doing anything illegal

They have called me over and over again saying they are in attempt trying to find ...defendant and in search.  If known whereabouts are please contact... about case number...  No given name of person calling or name of company when they called.  I called only to get a message that they are not available to talk at this time, click. I wish they'd go, well you know where

said I was being  suied for fraud by a company.

I also got a call from them. They said the payday loan I paid off in 2013 accrued interest and I need to pay that off lol. I said i sent you all an email stating this loan has been paid off. He then said no ma'am that was not a payment . I then said do not call this phone again and I hung up. I wonder how they get these jobs and if they really get money from people. They almost got me but not this time.

Same number is leaving me messages for my ex brother in law

I also got a call with message from this number referring to a case number and that I need to call them. It is totally automated, my name, the case number and the number to call have the computerized voice. It seems like one of the many scams out there. I am not going to call them back. They also don't identify the company or anything.

These people call everyday, asking for the "defendant" and if I know his where abouts. I have told them numerous times that they have the wrong number. They claim they are going to serve me, not the person they are looking for, with papers at work tomorrow :/

Yes they called here at my Moms house looking for me.  Hey losers and scammers get a REAL job!!!

I received a call as well.  I googled the number and the internet shows some place for costa rica vacations but their message said something about a case against me.  I am not calling back.  This doesn't seem legit.