The short answer is no, they don't actually work. These are set up as a trick to get you to give out your information so that someone can take your account, and/or all of your Robux and items.
Don't let someone take your account or your stuff! Roblox will never ask you for your password and free hacks or tricks never work. Report messages like this right away by clicking on the Report Abuse links located around the site and in every game menu. By doing this, our moderators will be able to take the appropriate action against those attempting to phish or scam your account information and you will be helping to make Roblox an even better place!
You can also adjust your Account Settings to prevent these messages by clicking the Privacy Tab and selecting who is allowed to send you messages, chats, and more. To reach these settings, click the gear-icon located in the upper-right corner of the site followed by 'Settings'. Alternatively, you can click here.
For more information on account settings and security, please see the following links: