Yup, me too. When you call back, you get a recording which gives no identification of what business the number is for and is totally unhelpful. It does give the option of being placed on do not call list. But they leave no message.
This is another bogus IRS Threat call. They will send the police if you don't pay up, never mind no one's received their W2's yet. IRS will NEVER call you and threaten you for money. Total scam.