It depends.  Typically I don't call back numbers when someone doesn't leave a voicemail or text.  There might be lost opportunities

Nope, don't worry about it at all. Not anything worthwhile if they don't leave a message.

No message, no call back.

Most of my clients are out of state and the problem is the sheer number of spam calls, so if Id on't recognize the number I don't call back.

I agree with Richard Weeks, Jeff Dowler and most of the answers given; however I have pre-written text messages, so I can text them immediately with one click (no interruption) and my message says: "I'm in a meeting or on another call, leave a message or text me and I'll call you back as a priority as soon as I'm done." I honor my  clients time, I think it's rude to take a call when with another person in person or on the line.

I know guys that will put me on hold; it deducts points from their credibility in my world.

I don not Paul. If it wasn't important enough to leave a message then it's not important. 

 I do an internet search for the number.  If it is Zillow or Angie's List, I delete it.

I search unknown phone numbers online.  They're overwhelmingly junk.  On very rare occasions, I'll call back if there were no results online and the caller has not left a message.  

I rarely call back numbers that don't leave a message.  They are usually someone trying to sell me something.

no, they're always trying to sell me something...but that's how I operate!!!

the agents for whom I market call back every missed call....

If it's not important enough to leave a message... it's not important enough for me to care about.

If no message is left I will often call the number back. I do what you do...I don't interrupt a call to take another. 

Many people don't leave a message and if I recognize the number I will call back. Sometimes I call the number regardless but many times it is a solicitor.

No message, no call back is my policy

I check the numbers then decide. Normally no message, no call back. If I can, I check quickly when the phone is ringing if at my desk  - got a call the other day I thought was a robocall but in checking Google I saw it wasn't so I picked it up. Glad I did

On occasion.  There is a handy tool on smartphones where you can quickly send a text saying you are on another call.  No message, we do not call back.  A

I am with Michael Jacobs ... there may be lost opportunities ... yet I am not interested in chasing people down. 

Typically, if they don't leave a message, I don't call back. Sometimes it depends on how busy I am. My experience is that more often than not those who don't leave a message are looking to sell me something.

Paul S. Henderson, REALTOR®, Broker, Tacoma Washington many of them are telemarketers. If they don't leave the message, I usually forget them - unless I have  time.

I call all of them back, you never know and it has paid off

Depends on how busy I am, generally I wait for them to call back.

No. I Google the number to verify if it is a scammer first. -If so, I block the number

I do call backs, especially if they leave messages. 

I know what I do when I call for information or help and the number goes to voice mail and how I respond when a REAL business person responds to my abandoned call.

Becuase of that I ALWAYS call back the abandoned numbers.

If they don't leave a voice mail, I don't call back. Mostly I get solicitors.

No voice mail, I will call them back.

If it is not a local area code and they don't leave a message, they do not get a call back

Sometimes I call them back and when I find they are selling something, I jack with them.  But that's mostly for fun. 

Yes, I always call back even if they did not leave a message

This year alone I received 5 referrals that way - many agents when attempting to find an agent for a referral will not leave a message when calling an agent that doesn't answer!

If they don't leave a message I don't call them back.

I do

Richard Weeks nailed this one!

Sometimes.

I call back all missed calls ASAP, message or not. The good part is that if its a marketing call it gives me the option of hitting #1 to be placed on their do not call list. Then I block the number anyway.

Great question, Paul S. Henderson, REALTOR®, Broker, Tacoma Washington! If I'm able to, I will hit the call-back button but, not always.  I too, have gotten some leads by doing that and often wonder if I should do it all the time!!   

It sounds like you followed your gut and got a payoff, Paul S. Henderson, REALTOR®, Broker, Tacoma Washington.  Following your hunches is probably the better rule than whether to return every call, lol.