PhoneView for the Mac, TouchCopy for Windows--both extract voicemails directly from the phone though, not sure about from backups. I know the demo version of PhoneView won't let you save voicemail, you have to purchase the full version, but it's saved my hide more than once when iTunes decides to eat my data during a so-called sync, so for that alone, it's been worth the price. Add in that I can archive both texts and voicemail on the computer, and it's worth a lot more than they charge.
I'm not as familiar with TouchCopy, but a friend has it and bought it specifically to save vmail from her iPhone. As I recall, there was a demo version and it was the same thing, she had to get the full setup to get that ability. It appears to have most of the same features as PhoneView, and it's recommended for Windows users on the PhoneView FAQ.
You don't need to be jailbroken to use either program.