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In a different topic several people...

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Bangarång
#1 - July 14, 2014, 7:14 p.m.
Blizzard Post
..said Blizzard doesn't send out in-game warning mail to people when they have account violations. The guy said he got one and everyone asked for a screenshot. The topic was locked before this request was ever satisfied.

Here you go.

http://oi58.tinypic.com/j08hoj.jpg
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Rygarius
Community Manager
#2 - July 14, 2014, 7:28 p.m.
Blizzard Post
You can learn more about different types of phishing, how to recognize them, and general Account Security here:

Phishing Emails
http://us.battle.net/en/security/theft#phishing

In-Game Phishing
http://us.battle.net/en/security/theft#ingame-phishing