Yep, I was right. The girl from 'Italy' emailed us back (we has responded before we got the second email not realizing what was up) with an interesting story:
Hello Once Again,
I thot about the payment of the first month since am
not currently in the states to get the payment
done.....so as to make it faster and easier...there
once a company in the states that owed me some money
and they have agreed to pay me back in a American
cashiers check which can not be cashed here...so i
will have them get the check mailed to you via Ups or
fedex so that you can get the Check cashed and deduct
your first month rent out of it and get the remaining
balance wired to my travelling agent here in Lagos cos
the money you will be sending is for my flight manager
to use it to book for my flight ticket...
That would be the textbook scam right there. She goes on to try and sell herself as a very upright and trustworthy person. It's actually fairly well done and she manages to point out some interesting things that, when you think about it, would be pretty convincing. For example she says she's not much of a sports person but loves hockey. I thought that was a good touch. She now claims to have been born in Flagstaff, Arizona and brought up in Africa. She seems to have completely forgotten that she's supposed to be in Italy, and now says she lives in Lagos. And her English has improved remarkably.
So yeah, something to be watching out for if you happen to be looking for roommates at some point.