Tax scam identity thieves may have acquired your personal identifiable information (PII) (e.g social security number, birth date, etc.) through a data breach. Very large health insurance providers have been victims of major data loses in the past year and have lost millions of member records. Your PII may also have been acquired through a phishing scam(clicking on a false email or website) or from a telephone call by someone masquerading as your bank or credit card company and even the IRS.
Source: Industry News