I just received a call also and recording says its FBI / Police Department and are requesting to install a device .... then it hangs up. I have already reported it to nearby police station in my city and will now file with FTC along with Department of Justice to further investigate this worthless fool!
I got a message on my cell around the same time you did. When I dialed my voicemail it was a pre-recorded message and only the last third was there because it had started talking before the beep so I have NO IDEA what was going on or why but it obviously was just "searching out" a victum. I deleted it.
I got a call too. An automated message saying that there has been burglaries in the area and the FBI would like to install some security system at no charge. Sounded like a scam. Hung up right after.