Caller ID says "New York NY". They leave no message.
I looked online at other sites. The consensus seems to be that this is the Microsoft "problem with your computer" SCAM. They also claimed the caller had an Indian accent.
I did not call them back.
Recently, I have been getting calls on my cell from "Dell Technical Support" (not really Dell). I played along, but they never figured out that I was using linux instead of Windows. They had my Dell service tag and express service code. They did not know which version of windows I had. This is likely part of the Dell breach:
They weren't very bright, and kept trying the same things over and over. Eventually, I told them that I wasn't interesting in continuing as they were making no progress. The next day, the cell calls stopped and assorted similar scams from assorted numbers began on my landline.
Dell, Microsoft, etc. typically only call if you call them first. If you have any doubt, hang up, look up the appropriate number, and call the real company directly.