How to Retrieve a Deleted Message From an iPhone
Apple's iPhone includes a function known as "visual voicemail." The Phone application on the device has a voicemail tab which allows you to access messages through a menu that uses a visual interface, unlike the traditional touch-tone playback method over the phone. This menu displays the name of the caller -- if his number is stored in your contacts -- the time and date of the call, and a menu that allows you to recover recently deleted messages.
Press the "Home" button and activate your iPhone.
Tap the "Phone" menu and select the "Voicemail" tab.
Scroll to the bottom of the Voicemail menu and tap "Deleted Messages."
Tap a deleted message, then tap "Undelete" to retrieve the message to your voicemail inbox.