I don't have an AMEX either and they left the same automated message as "jasonfloyd" on my work voice mail. I belive it's a scam to get info. from anyone calling back or answering the phone.
My caller ID read, "B. Parsons" as the caller, but he left a message saying he was from American Express. He said it was an important matter about our account and to have our account # ready when we called. If that's not a red flag, I don't know what is. Don't give ANYONE your account number for ANY reason. Consider them ALL liars and you won't be fooled. Legitimate credit card companies won't make these calls and they will already have your number. Have THEM give you your own account number and if they can't, hang up!
I got numerous phone calls from this number on both of my cellphones, which were used to be with ATT/Cingular. That makes sense if they got my numbers from ATT list.