I was recently called by a withheld number to my mobile phone. The person threatened to kill me, i recorded the call. When i reported this to the police i was told there is nothing they can do because they are unable to trace withheld numbers.

I just don't believe this. Are they really saying that if for instance someone calls somebody else, withholds the number and then say they have planted a bomb or plan some sort of horrible act then the security people can not trace who that person is when they are able to listen to any call from any phone anywhere in the world?