Credit Card Scammers

I have been getting a lot of credit card scammers not only calling my house phone, but also my cell phone. It looks like they are using an internet phone service to hide their phone number because when I call back, it is a legit private phone number. Is there any way to call them back? I answered one of the phone calls, and of coarse it is an Indian call center. When I told them I was at work (which I wasn’t) and wanted a call back number, they said that it is not a sales call and that I cannot call them back but they could call me back at a later time. I hung up the phone. I wanted to call them back on my internet phone so I could record the whole conversation, but to no avail.