I have a STATE Attorney Generals office (other than my state) requesting information on a customer. In their subpoena they say "under Federal Law..." etc. So, my question is am I dealing with State or Federal government, and do I need to get the Certificate of Compliance? The Atty. Gen. office said they were a state agency mandated by the Federal Govt. ??? I am not sure which way to go. Any comments or help would be appreciated.

The RFPA defines Government Authority as "any agency or department of the United States, or any officer, employee, or agent". If they are stating that they are an agency of the Federal Government, I would be sure to follow the procedures outlined in the RFPA. They should be familiar with those requirements if they are acting under the authority of federal law.
If not, I would look to any State laws you have that may pertain to release of customer information. My state has a law called the Maryland Confidential Records Act that addresses requests from entities other than the federal government.
Leslie