I you've (or your phone number - maybe the previous owner of your number) left that person a voicemail, they have the option to leave you a voicemail directly back if they listen through all the options on the voicemail. That way it won't ring on your phone or show in recent calls, you'll just have a voicemail show up.
So, if somebody saves a voicemail indefinitely I believe they'll always have this option.
Not sure if this is still the case, but I know 4-5 years ago I used to do this buddies to mess with them (leaving them vmails that wouldn't show up in their recent calls/missed calls). If this is still a common voicemail feature, that could explain it
*edit* Also, this will happen if you're on EDGE data and you're browsing the internet. Calls will go straight to voicemail. It may also happen on the Verizon iPhone when surfing (no voice and data at the same time) but I'm not certain.