Caller ID says "MASSACHUSETTS".  They leave no message.

I call back after hours (using *67 to block my number).  I hear the following, "We're sorry the number you have dialed has been changed or is not in service.  For a valuable message from one of our sponsors, please, stay on the line while we retrieve this information for you.  We are starting the search now.  Again the number you dialed is not in service.  To learn more about XXX press any key now.  Again to learn more about XXX press any key now."  When I pressed a key, it failed to connect me to anything.  I tried a few times where XXX was either: home security, special offers, T-mobile or State Farm Insurance.

So they spoof their caller ID and can't be called back.  Smells like a SCAM.