Yahoo! Messenger includes voicemail and a call history that you can check to see what calls you have made, missed or received.
Access the call history by clicking the voicemail button at the top of your Messenger window (it’s got a cassette tape—a what?—a cassette tape! icon on it), or click the Contacts menu and select Call History.
Each call log entry shows the Yahoo! ID or Phone Number (if you have premium voice) the call was made to or received from, along with the date & time and length of the call. You can sort by incoming, outgoing, or missed calls.
New for the newest version of Yahoo! Messenger: Voicemail is now delivered to an email address of your choice, so you can save messages to your hard drive or forward them via email! Before you can use the voicemail service, you’ll need to set up an email address to have voicemail forwarded to. You can do this from the call history window.
If someone leaves you a voicemail, Messenger will alert you with a popup, and will also indicate which missed calls resulted in a voicemail (with a little cassette tape icon). The voicemail will automatically be delivered as an email attachment to the address you set up. Change the delivery option anytime from the Call History window.