Until last November, Krista Donahue considered herself a huge fan of credit unions. In 1998, working as a field director for Hill & Knowlton, she helped marshal support for legislation that expanded membership access to credit unions. After the bill became law, she was one of the first lobbyists to open an account with the Wright Patman Congressional Federal Credit Union, the 50-year-old financial institution serving House Members and staff. But since Donahue attempted to sell her car over the Internet last fall, a series of mysterious e-mails and phone calls from Nigeria, a craftily forged cashier’s check and a...