Reports of fraud are being investigated by the Norwich and Peterborough Building Society.
One person who contacted the Peterborough Telegraph said some customers at the Market Deeping branch had seen their accounts emptied.
A spokeswoman for the building society said: “We continue to investigate reports of fraudulent activity on some customer accounts over the weekend and are proactively contacting those who may have had their card details compromised.
“We have taken additional steps to further improve the security of our cash machines. We would remind customers to be vigilant when using ATMs, to always shield their PIN.”
Customers who notice anything suspicious are asked to call 0345 300 2511 or visit their local branch.