people do fall for them - in a previous job as an underwriter, i had a guy wanting a £6000 loan as he had to pay for some shares in the US to be released. I asked him when he took them out and he hadn't, he'd had some company with 'a pretty legit looking website' contact him telling him there's around $250000 waiting to be released but in the US you have to pay first before the funds get released.
He wouldn't be told that it's likely a scam. I didn't ask for them but he'd faxed in a bunch of PDF 'bills' from this company that showed the amount he owed. they were absolutely riddled with spelling mistakes, grammatical errors etc.