Really odd, because I am paranoid about ID theft.
I got an email at 4 AM from Discover fraud dept.
Thought it was spam. Several hours later, they called and left a VM.
I called the main number, and as soon as I entered my credentials, got transferred to the fraud dept. They said they detected possible fraudulent activity. I looked online and saw nothing. They said the transaction hadn't had time to post online. It was for a Yahoo service of some kind. I asked them what made them believe it wasn't legit. They were evasive and ambiguous. They were d a m n anxious to close the account though.

I'm fairly certain they had a breach of some kind, because the only way to make an online purchase these days is to know the security code. Chances are, they had a rash of similar fraudulent purchases from a common set of vendors. That would explain why they flagged an otherwise innocent-looking transaction.