This was unsettling... I got 3 calls from a random number and then they left a voicemail. It...

Eddiesolds · 61-69, M

It's a scam. Just block every number that they call on.

I have had a few calls like that. There was no legal action after I ignored them.

Piper · 70-79, F

One the first ones like that I got, informed me that I'd be arrested if I didn't call. Although I was curious about what I could be getting arrested for, I did not call.
I know those kind of calls can be unsettling...and definitely annoying, when you first get one.

Enkis · 26-30, M

Common scam. This is a scam call center fishing for active numbers. I bet if you call the number that called you (not the number in the voice mail, which I bet is different) it will say it is not an active number.

Or you could call them back, give them rubbish information, and you will find that no matter what you say you will be in their files.

DrWatson · 70-79, M

Real legal action would be taken via postal mail, on stationery bearing the letterhead of the organization in question.

Nobody sues via voice mail!

As others have said, this is a scam.