This person (male with thick accent) left a message on my answering machine. It was half cut off( must have started talking while listening to the message) saying that I better contact my lawyer or call him immediately. I tried calling back. It rings, then goes to a busy signal.

the message was to call them right away or else

Caller from this number left a message on my voice mail  to call them  immediately  "or else."

Same. They said they were a police officer and I needed to call back or else.

Caller from this number left a message saying that I was to call back immediately or else there will be problems. Left a name as James Morrison. Then called back later and this time I spoke with him and again, said his name was James Morrison, wanted info about a credit card & how they were going to lower the interest rate. When I asked him to confirm his name, he then said it was Mark Anderson & said he would give me an I.D. reference number (which was then inaudible).
At this point I told them not to call me back and hung up.