I found this bit of WoW anti-scam information on http://world of warcraft.stratics.com/ that I thought I'd share here:
Sad Story
Often a player of lower level will give you a sad story saying they were murdered or scammed or something similar and are looking for pity goods. Now this may be the case, but sometimes they just want聽free stuff and are begging from every person around them.
There is no sure-fire way to ensure they are telling the truth, but you never know. If you want to be a nice person, go ahead, but just be aware of the fact that they may be lying, and that there are thousands more complete strangers who will beg for gold or items from you as your levels progress, without any intention of paying back.
Unfortunately, this includes guildmates, so keep this in mind as well.聽 Most guilds have a no-begging policy and some may boot members who borrow but never pay back their guildmates.聽 Talk to your Officers team or the Guild Master for clarity.