Just got the same message - My social security number has been stolen, and it has affected my getting all of my tax refunds! You are darn right there will be an investigation - on the people calling me from this number and the thieves who stole my social security number. Get a real job you scum suckers!!!!!!!!!
These guys call using a robodialer with a recording stating you're under investigation and if you don't contact their office today they will document the file that you have waived your right to counsel and submit the file to the state. If you answer, the end of the recording will prompt you to press 1 to speak with someone. If you don't answer, the end of the recording (on your voice mail) will tell you to call them by the end of the day.
Of course, they're not going to submit anything to anywhere and counsel is a constitutional right that can't be waived simply by not returning someone's call by the end of the day.
These guys are trying to extort money from people who don't know any better. Don't fall for it. If nobody pays them, they can only do this for so long before they'll go broke and have to go get a real job. Please don't let them scare you into paying them anything!