I think some answering machines may have ability to record active phone calls but may give a clue they are actively recording such as some background noise, not sure. But accessing that audio data for converting to mp3 or onto computer I don't know. If the device has an earphone output or similar, then it could potentially be hooked up to the computer for recording.
Some of the mobile phone devices may have options.
Also, if you use computer based phone-calling, there might be option there. Such as via Skype. If you have option to use headphones with skype then there might be option to record somehow. Again, just thinking out aloud without knowing. lol