The NSA/CIA never (rarely?) call. Everything is (almost?) always routed through the FBI. If someone contacts you claiming to be from the CIA or NSA, and you are not employed by the DoD, they are very likely to be frauds.
From there, you can get the supposed agent's field office, look it up on fbi.gov and call them back.
Be advised that each field office has satellite offices within their jurisdictions. Satellite office addresses and phone numbers are published on fbi.gov also.
From there, you can get the supposed agent's field office, look it up on fbi.gov and call them back.
http://www.fbi.gov/contact-us/field
Be advised that each field office has satellite offices within their jurisdictions. Satellite office addresses and phone numbers are published on fbi.gov also.