If you got paid by work twice what would you do?

Twenty years ago I found twice the money I was expecting in my checking account. I was paid by a wire transfer. I was friends with the bank people and asked them what I should do about it? I was told to report the mistake but I asked what would happen to me if I refused to do so. I was told that banks do not make mistakes and if I kept the money then I would be reported to the police for fraud. I gave the money back and then went to their Christmas party.