An anonymous group says it stole copies of GOP presidential nominee Mitt Romney's tax records and will release them unless the company it stole them from pays $1 million.

The Secret Service said it is investigating, and the company said there is no immediate sign that any such theft took place.

"Using your office" in Franklin, Tennessee, the group tells PricewaterhouseCoopers in an online posting, "we were able to gain access to your network file servers and copy over the tax documents for one Willard M Romney and Ann D Romney."

It threatens to send encrypted copies to "all major news outlets" and warns, "If the parties interested do not want the encrypted key released to the public to unlock these documents on September 28 of this year then payment will be necessary."

If the money is not received, "the entire world will be allowed to view the documents with a publicly released key to unlock everything," the group warns.

The group demands $1 million worth of the online currency Bitcoins. It also says that people who want the documents released can send money as well, and whichever side sends $1 million first will win.

Bitcoin is a digital currency not overseen by any government or bank. Various merchants accept the currency for goods and services.

PricewaterhouseCoopers, which offers tax services as well as auditing and more, tweeted that it is "working with the Secret Service. At this time, there is no evidence of unauthorized access to our data."

The anonymous postings say that flash drive copies of the stolen material have been sent to the company, as well as to the county Democratic and Republican offices, and that a scanned image of Romney's signature from the forms was included.

Jean Barwick with the Williamson County, Tennessee, Republican Party told CNN that her office found the package -- a padded envelope -- on Friday outside the door to the party offices. The package "didn't seem credible," partly because it said "for learders" instead of "leaders," she said. Inside were a letter -- one that has been posted online -- and a flash drive.

"I didn't put that in any of our computers," and no one has looked at the contents, she said. "I put it in the drawer."

She called state party officials, who were in Tampa, Florida, at the Republican National Convention at the time, she said.

Her office later reported the package to local police, and the Secret Service picked it up Wednesday, she said.

County Democratic Party Chairman Peter Burr also told CNN the package arrived last week, and the Secret Service came Wednesday to collect it.

"We did not view it," Burr said. He added that he considered looking at it, and the party attorney "advised us not to."

"We wouldn't have been interested to use it even if it was" real, he said.

The package was dropped through the mail slot to the party office, Burr said. It had been hand-addressed with a blue highlighter.

The state party advised the office to turn it over to the Secret Service, Burr said.

He said he thinks it was a scam.

In an online posting, the group said the alleged theft took place on August 25.

The Franklin Police Department did not respond to any calls at the building containing the PricewaterhouseCoopers office in August and did not take a report from any tenants of the building during the month either, a police spokesman said Thursday.

On Wednesday, it responded to the Republican Party office, and "due to the nature of the call, we contacted the Secret Service who met with our officers at the scene and assumed responsibility for the investigation," Lt. Charles Warner said.

Romney campaign spokeswoman Amanda Henneberg directed questions to PricewaterhouseCoopers.

Chris Atkins, a spokesman for the firm, said the company does not share information on how long it has done taxes for any client.

Atkins added that he has no idea why the Franklin office would be named in the claims. The company has more than 80 offices around the country and there's nothing unique about the one in Franklin, he said.