On my cell phone I received a voice message from a female with a strong Indian accent that I was being investigated by the IRS for tax fraud. No name to call back just this phone number 206-519-6689.

There is a widespread IRS or "tax scam" being  practiced by scammers on both Canadian and USA residents.
USA tax payers should read this:
http://www.irs.gov/uac/Newsroom/IRS-Reiterate ... -Telephone-Scam

Short answer:
The IRS never initiates a contact via phone.
They always send a snailmail first.

Educational post:
This scam is also described as scam #11, here:
http://phonehelp.2truth.com/facts_rev.html

If you were contacted by an IRS impostor, you may file a report, after clicking on this link:
http://www.treasury.gov/tigta/contact_report_scam.shtml

These people called me in Canada, they are saying that they are from cra
they cannot speak proper English, I knew that this is fake rightaway.
the police should get involve and stop them from getting on with their nonsense.

I just received a voicemail from that number.  It was quite garbled and not very intelligible, but it demanded that I call the number in order to avoid arrest.  I think it was a robocall since the beginning of the message was cut off.  The portion that I heard did not mention the IRS.

Got a voicemail instructing me to call immediately in order to "avoid arrest".  Obviously a robocall since the beginning was cut off. Ended with demand to call immediately "before serious action is taken against you....have a nice day!"   LOL!