A lot of people watch those animal police shows on animal planet and get a bit carried away to say the least. Some people's hearts are bigger than their brains. I've seen many cases where people think they are "rescuing" an animal.
As speckledhen said, your birds may have been stolen and disposed of at the shelter under the guise of being an animal cruelty case. Or they could truly have been rescued from someone else as flakey chick pointed out. I have seen many idiots use animals as pranks, especially around Christmas, where the gift of a rooster can be seen as funny to some.
I would try to get the phone records and trace the call using a reverse search on whitepages.com. You may be able to get a name out of that. As far as evidence goes, you posted what you had and what you lost on this site, so that might help your case.