Who called from 4086081314

No, it is NOT true.  The "government" does not give away money in a scheme like that.  Google:  Government Grant Scams.

I actually just got off the phone they said they were with the federal government treasury and wanted to give me $9200 and they would Western Union that through Walmart and they wanted me to send them $200 on an iTunes card

They said they were the federal government treasury and they had $9200 for me but I had to go get an iTunes card and put $200 on it

say they are fed gov giving away grant money

I received a call from a young lady who, through broken English, told me she was calling from the US Government Grant Office, and that I had been awarded $9,200 that didn't have to be paid back or have taxes deducted.  All I had to do was to purchase an iTunes card worth $200.    Such a scam!