I have received that so any time. Every time I am just few steps away from winning Millions. It is what Jake said, plus I think they use Identity for some purposes as well.
Because the email and letters are random, but when you get in touch with them that confirms your ID. In few cases they ask you for bank detail as well. Once I was given a choice in that if I wanted them to post me a cheque for the amount. I knew that is OK so I put all the fake information and gave my friends address. So far I have not received a cheque and I know I never will.
Apparently I won half a million quid on the Australian lottery, the email informing me originated from Brazil, another told me that my email address was randomly selected by the United Nations Lottery Development Fund to receive a million U.S Dollars, again originating from a Brazil email address.
I now never open emails telling me I've won something I've not taken part in.
I once received an email from someone in Zimbabwe who was apparently trying to escape the country as he was in a fear of persecution. But he had about 80 million US dollars which he wanted to transfer into someone�s account in UK. Option he gave me in the email was that if he managed to escape then still I would be able to retain half of the money, otherwise all mine. According to him few people in the government had already killed his father and now were after him.
On the basis of my previous experiences, I decided not be rich.