From the Messages app:
When I hit alt-OP I get "Phone Calls." In the list I have received, placed and missed. (I haven't done anything special)
When I hit Alt-UI I get "incoming" which includes emails, pins and received calls.
When I hit Alt-M I get MMS messages.
When I hit Alt-AS I get SMS messages.
When I hit Alt-CV I get voicemail messages.
As my sig says I'm using .67 OS but it seems like my list has always been like that.