I recently filed a report with Ic3.gov - very cool. It is basically a cyber division (partnership) of the FBI. Internet Crime Complaint Center (IC3) | Home If you suspect any kind of attempted identity theft, you should file with them. They handle various forms of fraud, internet schemes, etc. It is actually easier to file a complaint with them than it is with the local cops.
Oh, the other advantage is that they also file reports and inform local law enforcement agencies as well. No fuss, no muss. Might as well put your tax dollars to good use.