I think Whitepages.com has the reverse look up and it's free. You can also google the number.
I admit that woudl make me nervous, but then, when Scream came out some boys in my class thought it would be funny to crank call the girls. They even put on masks and ran around one girls' house with knives to make her think it was a copycat. Thankfully I only ever got the phone calls, not the full treatment. But it was still scary.
Definitely save it and then if it becomes a pattern, you can follow up with your phone company.