Do not call an agent to pitch your book! I can't stress this enough. If agents took calls of this nature they would never have any time to get work done. Think about it - I get more than thirty queries a day, and usually more - and if I had to have a three minute phone conversation with each author about their project that would mean I would spend an hour and a half of each day talking about a project without getting any sense of whether you can even write! I can evaluate a written query far faster than you can pitch it orally, and I'll actually get a sense of your writing style as well.
Every agent I know prefers queries by either email or mail, and you should check their websites or book listings to confirm their preference.
Here are the only valid exceptions that I can think of for this rule:
1) Time is of the essence. For example, you have already received an offer or are expecting an offer from a publisher.
2) The agent was referred to you by one of the agent's clients or associates (for example, an editor or film agent).
3) You have big-time credentials (for example, your work has been published recently by a major commercial house).
In addition, please do not call to follow up on queries sent by mail or email. If you haven't heard back from an agent in a long time about a query, you should follow up in the same format that you sent the original query in.
As for following up on the submission of a partial or full manuscript sent at an agent's request, I personally still prefer to receive a follow up email, and not a phone call, though other agents may feel differently.
So if you've called me or any other agent in the last few weeks and left a voice mail about a new book you have and were wondering why we never called back, and you don't qualify under any of the above-listed exceptions, hopefully this explains things.