I suspect they're increasingly rare. Even for those who want voicemail, it's increasingly bundled as part of voice plans rather than requiring a dedicated voicemail device at the receiving end.

Only for those that are SMS challenged (grandmothers). Now people are more conditioned to try someones mobile number send a SMS if there is no answer.

Only voicemails most people get are corporations calling for whatever reason.

Land lines have gone away in the younger demographics, unless you have children and need a home phone line for emergency reasons.

I assume they are used in movies simply as a plot device. I haven't seen one in almost 20 years.

There are telephones available which have voicemail integrated in with the rest of it, and if you go VOIP than voicemail tends to be accessible online.