That's horrible Johnie! I would've probably been caught by this thinking that most banks now use overseas call centers and such. But probably yelling at you and telling you you'll be arrested isn't the best scam! And if it were legit wouldn't they have a lawyer call you or something? Not some phone worker telling you the police will arrest you!
I hope everything works out and they don't do anymore harm to your id. Did they have your whole SS #?? Is that still something to worry about?