While not quite phishing-specific, here's a funny one for you. Sometimes a con-artist is so slick he can convince a senior people at several major European banks to hand over hundreds of thousands of dollars (or rather, Euros) in the bathroom stall at a public bar. "Psst, I'm a secret agent and I need your help." When they caught up with this guy, he was already suntanning on a beach.
Read more about two factor banking in this Register column.