Hey, I've had the same thing with the same number over the last 5 weeks. They call and immediately hang up on me answering. I saved the number in the phone as 'Mystery' so I knew when they called again.
Each week they'd call at least once often twice, yet didn't want to talk.
Eventually last week, they stayed on after I answered - turns out they wanted to sell me a new phone
Never even thought to phone them back. I always take the attitude that if it's important, they call me again.... (or at least leave a voice message).