I also got what I *think* was a legitimate warning about phishes from Mt. Gox.  Unfortunately I was sent from an IP that I couldn't connect via SPF, DKIM or rDNS to mtgox.com (the legitimate Mt. Gox domain).  If this was sent by Mt. Gox, they need to set up their outgoing email properly.  If not, then people need to be aware that some phishes do appear to be warnings about phishing sent by your bank or financial institution.  I didn't check this email carefully for a phish URL.