caller gave no identificcation told me on recording they where investigations to not call or leave recording? no name of company nothing this to me is scam needs to be reported

Also got a call from these scammers  use common sense they try scare people into paying them and want catch people off guard they say a warrant will be out for people's arrest all types off crazy stuff they told me this scam was just on cnn and the news last week. It is 2015 they use a spoof numbers and they from diffent countries

Is this a scam?  I called back and got a recording stating "this is the investigation dept.  please hang up.  do not leave a message."

Well considering the lack of information in this thread, especially in your post it would be hard to say, but based on the "investigation dept", part, my guess would be yes it is a scam.