According to FoxNews:

The FBI has received information that U.S. Armed Forces recruiting facilities could potentially be the target of a terrorist attack, sources familiar with the threat told FOX News Friday.

However, the threat information is uncorroborated and unsubstantiated, one law enforcement official warned...

What they didn't mention is the terrorists might have come here via Mexico:

Sierra Vista, Arizona - August 20, 2004 - 2:30 pm -- According to a reliable source, three terrorists crossed the border into the United States from Mexico yesterday. Two were apprehended. The FBI learned that the terrorists came to assassinate the military personnel who work in store-front recruiting offices in the Sierra Vista mall in Sierra Vista, Arizona. -- The recruiters were briefed on the situation and told to be on the alert and to notify local police of any suspicious activity. -- The nationality of the terrorists is not known. -- In the face of American Patrol's skepticism, our source insisted the story is true.

That last "rumor mill" item was supposedly posted before the FoxNews report. (Note that that URL is probably not a permalink.)