Reading Sherlock Steve's Use Caution with 2010 Census Workers!, I had the feeling this was going to happen sooner or later. They're brazenly going from email to doing it in broad daylight, especially in this age when some people have security cams on their front porch, guard dogs, weapons, etc. But some are still going to do it in email and in fake websites.
He's right when he says never invite them into the house. Perfect opportunity for a home invasion, burglary, and murder to happen. Ask yourself *WHY* these people need your financial and SSN info when all they're doing is counting people.
Here's a little more info from the Census site;
Are You In A Survey?
In the Household Surveys tab, there's "Is This Person a Census Bureau emploee?" and "Is this a legitimate phone call?" Important info there.