One resource you can use is the member roster of ACA International, the Association of Credit and Collection Professionals. While not all collection agencies are members of the association, the vast majority of agencies in the United States do belong to ACA. The roster is available at http://www.acainternational.org/memberdirectory.

You can also look at the address of the collection agency provided on the collection letter that is sent to you. You can then go to that state's secretary of state Web site to determine if the company is incorporated in the state. If that state has licensing requirements, you can also contact the licensing authorities in that state to determine if the agency is licensed in that state. However, not all states have licensing requirements or make that information available to the public.