I got a similar message on my answering machine. He claimed to be "Officer Walton" from Federal Crime department and that there I need to call him immediately. He even left the number and repeated. He had heavy middle eastern accent. I called back on this number asking for more details and he asked my name. I refused and asked who they are. He realized I knew he was a scammer and hung up.
Just got this call, sounded like a foreign telemarketing agency... They try to target senor citizens. A few people have already been scammed by calls like this. You can inform the authorities about it, but they are limited in what they can do. I wish the "Do Not Call" system the government set up, truly worked...