In a nutshell, it is human nature, and scammers who are very good at what they do. Scammers prey upon a victim's lack of expertise coupled with a willingness to believe. It's impossible for most of us to be an expert on everything from international banking laws to lottery regulations to legal documents to the role of a diplomatic courier. We make a habit of deferring judgment to those who seem better qualified, such as the doctor who dignoses your illness or the mechanic who fixes your transmission. When a scammer who claims to be a barrister, banker or diplomat confidently presents what appear to be genuine legal documents and arguments, it can be very convincing.
In scams involving forged checks/cheques, money orders or Western Union payments, not only are the documents usually convincing enough to pass initial inspection by the victim and tellers, scammers also use the victim's willingness to be honest in business dealings against them. No one likes to be accused of being dishonest for keeping an "accidental overpayment", or being threatened with negative feedback for not immediately sending an item that appears to be paid for.
In addition, scammers present scenarios that most want to believe. We would all love to discover that we are about to become the beneficiary of a long-forgotten relative's will, that we have won millions in a lottery, or that we can assist someone in need and benefit from it financially as well. We would all love to unexpectedly receive "found money". Most people are suspicious to some degree that the scam is too good to be true, but the risk versus the reward is made to seem worth it. A victim will reason that a few hundred or thousand in "fees" are worth the risk of collecting millions from a fund or a lottery, even when they can ill afford to lose the money for the fees should it prove fake.
Much like gambling, the siren call of the possible payoff drowns out any doubts about losing the "investment". And once a victim has become "vested" by paying out money that (s)he cannot afford to lose, there can be a certain level of desperation to recover that money, and a greater willingness to, as the saying goes, throw good money after bad in an effort to come out ahead. Scammers will tell a victim "Just a little bit more, and then the payoff," as long as the victim is willing to believe.
And make no mistake, successful scammers are master manipulators. They often pretend to be emotionally attached to the victim, as a friend, a romantically interested party, a dying person with a charitable streak, or an "orphan" in need of a family. They are skilled at separating and isolating a victim from family and friends, then pressing the issue until they get what they want. They will also use a victim's family, charity or faith against him/her. Arguments like "Don't you want to get this money so you can put your children through college?" or "Don't you want to be a good person and help me move this money, since some of it goes to charity?" or "Aren't you going to help a dying, fellow Christian?" can be very powerful weapons against a victim who is wavering.
This emotional manipulation, along with pressure and outright bullying and threats, make many victims comply, even if they have serious doubts. While it may seem easy for experienced eyes to spot a scammer, for those seeing it for the first time, this combination can leave them very vulnerable to falling victim and being defrauded.