Fake police isn't that unusual in the 3rd world. Nor are fake callers in the 1st world. Simply ask if you can phone their office (you look the number up, don't use one they give you) and then do so before you go anywhere with them or open the door. Genuine people will never object. Keep the door shut or start shouting 'Someone get the police i'm being robbed!!" if you are on the street. They'll run.

And the old saying 'in every con there are 2 crooks; the conman and the victim' is true. 'Framed for theft' means an accomplice sold them some drugs/goods or exchanged money below the legal rate and then a 'policeman' came along to demand a bribe. You can't blackmail an innnocent man. If these people really had done nothing wrong they wouldn't have paid up.

I know lots of people who've been to the 3rd world and they all loved it.
Simon