Same thing just happened to me. Totally freaked me out until I realized that that was just not possible. Threatened arrest if didn't call back within 2 hrs. He demanded my phone # to pull up my file (I've only had my phone for 2 weeks so no way it would be linked to Canada Revenue Agency-where he said he worked). I phoned and asked for his identification. Indian man, hung up when I asked for identification. I think I will report to the police.
Just received the same voice message, the police will show up at my door in 45 minutes and take me away! I also blocked my number to see if I can call them back but the call just failed everytime. This is terrible, what happens to those poor people that don't realize it is a scam!!!