It is 100 % certain the source of those mails can be found in Nigeria and African States surrounding them.
If you have received mails and sent money please do not contact your local police but one of the following authorities in Nigeria:
The Assistant Inspector-General of Police
“D” Department
The Nigeria Police
Alagbon Close
Ikoyi, Lagos
of
The Commissioner of Police
Special Fraud Unit
“D” Department
13, Milverton Road
Ikoyi, Lagos
Tel.: 00234-1-2692728 (gleichzeitig auch Fax-Nummer), 00234-1-2691675
Fax: 00234-1-2691095
or
National Intelligence Agency
P.M.B. 213
Garki, Abuja