receiving phone calls saying they are Apple

Apple does not make such calls.

All such calls are scams from criminals attempting to steal your personal and financial information. The callers will often use number spoofing to pretend they are calling from a legitimate business. The correct course of action is to hang up on them, repeatedly if needed. 

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support

It is absolutely a scam. You were right to hang up.

Unfortunately it is trivially easy to spoof caller ID, so the scammer can make their number appear as anyone they wish. The telecom industry hasn't taken any active measures to prevent this abuse.

Apple will never call you about a breach to your iCloud account.

There really isn't much you can do about it, though, other than be aware, and spread the word so that others might not get caught. Reporting it to Apple won't help much because there is nothing they can do to trace back the call after the fact. It's in the hands of the phone company.

Good news.

Stay vigilant, as the scammers are always trying new methods to steal your personal and financial information.