They say that there are some security issues with their bank account and for security reasons, they should call the phone number on the back of their credit card.
The mark hangs the phone up, but the scammer stays on the line and plays a dial tone the line, when the mark picks the phone up, they hear a ring tone and then dial the number. The user thinks that they have got through to the bank, but really they are on the phone to the scammer.
From that point, they scammer has the mark's trust and can do all sorts of damage.
This would sometimes wind up being the deciding factor in the eternal battle of "which sibling gets to use the phone"
It almost never happens by accident - the person keeping the line open is paying for it, after all. (Or, traditionally, was, with bundles and free evening/weekend calls, I've no idea if people actually pay for landline calls any more.)
I've still never experienced this. I'd test it, but I haven't had a landline in a while.
From there, you can get the supposed agent's field office, look it up on fbi.gov and call them back.
http://www.fbi.gov/contact-us/field
Be advised that each field office has satellite offices within their jurisdictions. Satellite office addresses and phone numbers are published on fbi.gov also.