True brokers will always be willing to provide proof of their legitimacy. If you suspect a forex broker is lying about their regulatory status, contact a regulatory authority, such as the CFTC, NFA, or FINRA.
You can also head to the Traders Union website, where they have a handy alphabetical list of blacklisted forex traders that have been involved in scamming victims. The list is updated in real-time and includes detailed information about each company.