I had a similar thing some years ago; my mobile phone rang while I was in town (in the bank, of all places). I was suspicious about the caller so I refused to confirm the requested details and rang off. After a few minutes I then received another call from a different person who sounded angry and claimed to be "Doncaster police station". This person refused to clarify who he actually was (wouldn't give a collar number, I don't think he knew what I was asking). He came out with a c-ock and bull story about a person they had arrested who claimed to be me. I told this person I was going to ring Doncaster police station to check this with the South Yorks police - the call was then immediately cut off.
On my return home a few hours later I noticed a message on our home phone. It was from a wholesale company who told me they had just refused to process a suspicious transaction on my credit card - it was for hundreds of pounds worth of...shoes!
I reported the incident to my bank and to the real police; the latter took a statement but I heard nothing more about it.