Interesting - I get them (supposedly) from every bank except the very one I deal with. The only time I did get an email from my own bank it was to ask me to call them because there was a query on a transaction. Instead, I called the main customer services number as per the bank's website, explained what had happened, and they confirmed the email was genuine duly put me through to appropriate department.
Banks (however money-grabbing and snotty they may be) really don't mind if you call them to check out suspicious emails.