I too received the email (went into Gmail spam, with a note about being flagged as spam by other users but nothing about phishing). Just like others have reported, as far as the headers are concerned, it looks like it was sent by the legitimate Coinbase servers.
 - The email address where I received the message was "leaked" by a stupid Bitcoin-related service some months ago when they sent an email to all of their users and put everyone's email in the "to" field (endless spam since then);
 - I don't have a BTC-e account with this email address;
 - I have a Coinbase account, with this email address, which I created for the sole purpose of receiving the free BTC they were giving away at launch, and is abandoned since then;
 - I had a (never used) MtGox account on this email address.

Since there are people reporting to have received the phishing mail on a address used solely for BTC-E, but I don't have a BTC-E account on the address where I received it, probably whoever sent the emails is using a list built from various sources.