As caller Id is easily spoofed (faked) your caller could be anyone anywhere in the world. If you do not know anyone in that City/State do not take, or return the call until you have more information to make an informed decision.
Said they were a company that works with Audi and calling to notify me that my Audi is now out of warranty and was going to transfer me to a specialist who would advise me on purchasing 'breakdown coverage'. When pressed she would not give the name of her company. I do own an Audi and it is not out of warranty. This is the third such call from same #.