My BIL told the 'Windows' guy that he was so happy the man had called because all his upstairs windows really needed replacing. Yeah the guy hung up.
But it's not just phone scams. Your bank will never send you an email alert with a link to click on. Neither will Paypal.
The most inventive one I have seen is a notice from Paypal--using either their logo or a very good replica--that told me a payment of $$$ had been made to me and I could access it.....by clicking on the the enclosed link. I did open a new window and sign into my account and of course there had been no 'real' activity.