U.S. Bancorp Debt Collection Complaint

U.S. Bancorp Debt collection department,

Other (phone, health club, etc.) Taking/threatening an illegal action Threatened arrest/jail if do not pay Arizona

I just received a very threatening call from a debt collector ; first leaving a threatening voicemail saying I was in dire straights and I need to call back immediately because someone issued complaints against me. I was very confused thinking who could file a complaint against me so I called the phone number that was left on my voicemail. After calling the phone number, the representative - - - explained I had debt with US Bank. I was very confused because I had not had a checking account with US Bank for over 7 years when I closed my account because I was moving to a different location. I told her if I had a credit balance where I owed money to US Bank, they would not have allowed me to close my checking account. She then said that I had an outstanding credit balance of over $500.00 and If I paid her a little over a $1000.00. everything would be taken care of. I told her I would go to US Bank and take care of this since, I legitimately closed my checking account with US Bank without a credit balance. Please help?