Reverse look-up the number.
Mrs. Noah was at her parents' house a couple weeks ago. The phone rang and she answered. She got some schpiel that someone at the house was looking at "terrorist websites." She thanked them and hung up (but not before she caught the number and location on caller ID). It was a big family weekend, so there were about 15 people staying at the house. Regardless, I figured the FBI (or CIA or NSA) usually don't call you to warn you about stuff like that even if it's true. I looked up the number and it's associated with a telemarketer. Plus, there happens to be an FBI office in the neighboring town. So I told Mrs. Noah that if that caller were to call back, just let him know we were grateful for the information, and that we'd be happy to forward his concerns, phone number, and location to the FBI office just a few miles away.