Exactly the same for me, Called back and asked why they are not calling from an official number and then they called me back with this number 01453 00XXXXX. HMRC would never leave a voice message!
Recorded message supposedly from HMRC telling me I am to be charged with fraud or something. I let it go on until it hung up, On the basis that I'll cost them as much as possible. :-)
Keep getting calls telling me its HM revenue and customs and I need to call them because there is a case against me. This is a scam and needs to be shut down.