I am a police officer and have run into this scam quite a bit. I am currently prosecuting a woman charged with forging one of these checks for $3900. We have no leads on the company, the Feds deal with issues like that (NBC Dateline too I suppose.) Throw these types of letters in the trash!
This scam is still going on. We received the letter last month with a check $3,900, with a promise that we'd won $125,000. Our "claim agent", John Morris answered the phone, but we hung up. Our letter and check are going in the shredder!