Disclaimer: This is NOT a joke. Yes, I'm a sick puppy.
My answering machine greeting:
"Hello, you have reached the Fraud Investigation Department. I'm out on an investigation and will be back in a day or so. Please leave your name, phone number and address. We shall get to you soon."
Took a while but a lot of the clowns wanting donations, advising me my Amazon or eGay account has been hacked don't call near as much. Never leave a message either.
Feel free to use, modify for your own needs. DO NOT say your "Fraud Department" is associated with or even mention any law enforcement agency. Law enforcement takes a dim view of that.