If I was to get an email from Amazon that claimed to be about one of my orders, I wouldn't open the email. I would go directly to Amazon and look at the status of my recent orders. If there's a problem, it'll be visible in your account, not just in an email.
Fortunately, I haven't received such emails yet. I haven't shopped at Amazon, only on Ebay, Multiply, and some Chinese stores, and so far, I haven't received any scam or phishing emails yet. If ever I receive such emails, for sure I'll know that it's a phishing email.
I did I almost fell into a similar trap. It was with facebook though. I saw an email that said someone had added me as a friend and then I clicked to go accept the friend request. I noticed the url was different than the normal facebook url in the login form. I quickly exited. The hackers are getting better at what they do and if do not take care they will steal your information with fake sites. Always check the url of the site and when it is different then click out immediately!
No, I haven't personally but I'm not surprised. If I get an email regarding an order I would just skip the middle man and go directly to the website...most sites have ways for you to track your orders and such, and you don't have to bother with any links that might be questionable.
