Infiltrators and Informants
Undercover officers sometimes infiltrate political organizations. They can lie about being law enforcement officers even if asked directly. Undercover officers may even break the law (undercover officers get hazard pay for doing drugs as part of their cover) and encourage others to do so as well. This is not legally entrapment.
FBI, DEA, and Other Government Agents
The essence of the Magic Words "I'm keeping my mouth shut until I talk to a lawyer" not only applies to police but also to the FBI, DEA, INS, CIA, even the IRS. If you want to be nice and polite, say that you don't wish to speak with them until you've spoken with your lawyer or that you won't answer questions without a lawyer present.. If you own or belong to a state licensed medical marijuana business, do not let federal agent search your licensed facility, and ask to speak to your lawyer.