Sounds a little suspicious to me. If the man actually worked for a jail he would be able to find out where your son was without having to call you. The call wouldn't have come up private caller either. Seems like it would have had a city or county number.
Also sounds very scary. Do you know if your son has any enemies? Anyone who would be looking for him for any reason? Does he owe anyone any money or was he involved in anything that "went bad"?
I would be very careful.
Sue