Caller asked for owner or manager. Asked who she was and what company. Caller stated Nationwide Compliance. Asked for address, Oh, we are in Arizona. Asked for a toll free contact number, caller gave me 888-861-7118.  Caller sated our State has made recent regulation changes and they are calling to see if we are compliant.  
Bottom line is: Business compliance information is available free on-line thru State, Fed and County Government.  Do not give them any money.