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The latest US State Dept. report (http://travel.state.gov/travel/cis_pa_tw/cis/cis_985.html) specifically mentions the issues on the roads with the fake police.

U.S. citizens are increasingly targeted shortly after arriving in the country by criminals posing as Nicaraguan police officers who pull their vehicles – including those operated by reputable hotels -- over for inspection. In each case, the incidents happened after dark and involved gun-wielding assailants who robbed passengers of all valuables and drove them to remote locations where they were left to fend for themselves. Some assailants employed threats of physical violence. While the traditional scene of these attacks has been the Tipitapa-Masaya Highway, this activity has recently spread to the Managua-Leon Highway. The U.S. Embassy warns U.S. citizens to exercise extreme caution when driving at night from Managua’s International Airport and to avoid traveling the Tipitapa-Masaya Highway at night.