Oldbay- You may want to reconsider about calling them back. The news recently published a scam list again warning people against doing that.
One method they use is dialing from an area code that looks like a long distance area code but is actually an offshore phone number. The calls are from area codes that include: 268, 284, 473, 664, 649, 767, 809, 829, 849 and 876. Those calls go to Jamaica, Grenada and the Dominican Republic among other locations. You get nailed for the international call.
Another is where you dial back what looks like a legitimate local or long distance number but the call redirects overseas without your knowledge. The calls redirect to a "pay per minute" number like the porn sites and you run up huge charges while you are on hold. The money is paid to the scammers by the phone company before you get the bill. With no way to recover the money the phone company may or may not forgive the bill the first time; they definitely won't the second time you dial a number like that.