An option with far fewer cables is the RecorderGear PR200. It records your conversation via Bluetooth. The call button in the middle of the device can answer calls on the Bluetooth-connected phone. Hold the PR200 up to your head to talk and listen, as if it's the phone. It also features a USB end to quickly access recordings on the computer. It will hold about 144 hours of conversation before it fills up the 4GB of storage. It also records like any digital recorder sans smartphone, since it has an external pin-hole microphone.
This isn't going to work for all carriers. On mine (AT&T), calling my own number dumped me into the audio voice mail menu and didn't record. You could always try calling the person on the other line again—you'll go directly to their voice mail, certainly. They could send you the recorded "voice mail" conversation after. However, that's not something most interview subjects want to get involved in.

Professional voicemails are important, because they’re an extension of your personal brand, reflecting what level of professionalism you offer. Use these voicemail greetings for work or personal cell phone messages for your specific needs. You can choose a voice that will best suit your business and will deliver a warm and professional voice message. Your callers don’t want to hear a cold and indifferent machine voice. The information you want to put in your voicemail should be succinct enough for your callers to get every bit of information they need. Leave the relevant information in a clear and precise manner. Professional voicemail greetings for work should be informative. The first message the customer hears should have the company’s name so they can be sure they’ve reached the right number. Be courteous and informative. This could be their first point of contact, and you want it to be enjoyable. You may also like 30 Best Wishes and Congratulations for New Business Adventures If you’re going to make your voicemail message humorous in some way, it should be tasteful and aligned to your brand. It shouldn’t get in the way of giving customers enough information when they call. Your voicemail greetings for work should be welcoming and friendly but not too informal. Customers want to feel confident that they’ve contacted a professional, that the company values their call, and they have made the right choice. So be friendly but not too nonchalant. Your voicemail greeting should be clear, concise and to-the-point. You don’t have to put your clients through a sales pitch when they are trying to just get some information.
2. If you don't have a Voicemail app on your phone, or you aren't sure how to find it, you can still set up your voicemail using the Phone app. Tap on the Phone app to open it.