Chloe, Verizon requires you to agree to let them retain voicemails for up to 30 days. Of course, Verizon does not operate in Canada except to rent tower space from Telus for US citizens to use while in Canada. But, I would wager a bet that Canadian phone companies have similar policies. Getting them to help is another issue.
Now, if you happen to be a terrorist or some other questionable character just call Ottawa or Washington. They could probably find it pretty quickly!!