They called five times in one day, but it was on a Sunday and the credit union was closed, so we couldn't confirm right away if it was legitimate.  It was a recording each time, except one, in which they just hung up.  They had our full name and last four digits of our card and asked us to call back with either the case ID number, which they left, or our card number.  Sounded suspicious, so we waited till Monday to call the credit union to confirm. Turned out this is a legitimate credit union Visa Fraud Protection department that wanted to confirm a suspicious transaction from the previous Saturday evening.

Called my credit union to confirm.  This is a legitimate credit union charge card fraud department.  Always better to be safe than sorry!

Called the number on the back of the card today and the card issuer does verify that this is a legitimate Credit Union Charge Card fraud department in Pennsylvania.

Message on answering machine from "Visa Fraud Services" about recent charges on my account. Went to www.visa.com and called the number on that page and they said the 888-373-2890 was not theirs.

Looks like a job for the FTC.