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

I call back after hours (using *67 to block my number).  I hear the following, "The number you've dialed is not in service. <silence>"  The silence goes on for about 3 minutes and then it hangs up on me.  If this was some phone company message, there would be no extended silence.  I believe the statement plus the silence is their outgoing message.

So the caller fakes a disconnected phone and has a spoofed caller ID.  Smells like some kind of SCAM.