The ATO will call you, on occasion, and perform POI (Proof of Identity) by asking you certain questions - they are random, and wont always be your address etc, but it can be. Of course you have the option of requesting that YOU call THEM back (through the national switchboard) if you feel hazy about it. I guess its better than them calling up and disclosing personal details without confirming who they're talking to.
On the subject of insurance, do you guys call up your insurance company every time you do a modification (ie some sort of bolt on upgrade) to your car?