Police were called to a petrol station in South Bend in the US state of Indiana after a woman showed up and tried to access their CCTV footage.

Lisa O’Donnell drove away in a car with no plates but was subsequently pulled over and questioned.

According to police, Ms O’Donnell said she needed the footage to investigate counterfeit money in the area.

When asked who she worked for, the woman - wearing a white hat that said “FBI” - responded “CIA”, WSBT reports.

Police subsequently established that she did not work for the CIA or the FBI and that the car was stolen from a dealership.