I had the same thing happen when my phone was stolen. To my knowledge, it was never powered on after it was stolen (because iCloud never registered a ping).

I received a variety of phishing attempts over email, but most surprisingly - I received phishing iMessages too. They were all eerily good.

My assumption was that police reports were being scraped. I wonder if this data is available unencrypted on the phone or sim card

Edit: Here are some of the messages I received - I forgot that they had my name too: http://imgur.com/a/NmIt4