Methods and apparatus for retrieving and providing voice mail messages from a server are described. In accordance with the invention voice mail messages may be retrieved via requests made via a set top box. Voice mail messages are retrieved in response to the request from a voice mail server which is also accessible via the telephone network. Retrieved voice mail is transcoded and included in a video on demand (VOD) file. Text, call ID information and/or other information as, e.g., an automatically generated transcript of the voice mail message, may be included in the VOD file. The VOD file is supplied to a VOD server which provides the file including the message to the set top box for display. A user can view the messages and switch from viewing one message to the next by using video play back commands.