They said they were the "U.S. Federal Government" and that I'd been awarded a $9k+ grant. When I started playing along with them and asking questions (e.g. "Which branch of the federal government do you represent?") the guy got frustrated and told me to "f*** off", then hung up on me.
To report the fraud, go here:
http://www.grants.gov/web/grants/support/general-support/grant-fraud.html
Their number is listed , along with an email address, at the top of the page.
Also here:
http://www.consumer.ftc.gov/articles/0113-government-grant-scams