I detain him and begin interrogating immediately.
If he is the real deal, we drop him off outside the nearest FBI office hog tied with a typed list of "areas of interest" to pursue.
If he is not, punch him in the face a few times and dump him off somewhere, preferably the psyche ward of the local hospital.
Treat the incident as if it is classified and never speak of it again. If it ever comes back to us, deny all knowledge of the incident. Since I do not live in New York, the odds of them ever figuring out who me and my buddy are = extremely low.
I'm with you 100% on this. Same same...