Here's a very long list of sample "bad" email messages compiled by Michael Horowitz. (Hmmm. can't get the link to work! Here is the URL: http://www.michaelhorowitz.com/bademails.html)
On his web page Horowitz explains each "bad" email, and how to tell it's a phony. Believe it or not, I actually keep PDFs of phishing or virus emails to use during workshops on email. Michael has documented many of the most common scams that are out there including eBay, PayPal, the Nigerian scam, and several banks. He also provides links to several important websites and online articles. This is a great resource that I plan to use in future workshops.