Don't think so. Voicemail's don't tell you the number it came from, just give you the option of calling them back(press 6) but you need to know the number yerself in order to do that, with O2 anyway, unless Vodafone are any different.
Obviously, if you're phone had been on then the number would show up in the missed calls section but it doesn't when it was off at time of call. Sorry!
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