Madrid (Reuters) - Spanish police have arrested 87 Nigerians they say are linked to a scam which embezzled millions of dollars out of Americans and Europeans by sending letters saying the recipients had won the lottery. The fraudsters sent around 15,000 letters every day telling people they had won up to 3 million euros (USD 4.8 million) in the Spanish lottery, but asking winners to pay official costs to release their prize, police said on Thursday.