It might suit your needs.
It doesn't store the WAV file on your memory card, but it does allow you to listen to messages offline on-demand, without an active wireless connection.
I just signed up for that. But, it's not what I need.
I had a Nokia N73. I loaded this JAVA app on it which answered the calls and saved the messages as an mp3 file with the Name (if it existed in the phonebook) or number, date, and time as the file name.
This is fairly similar to what you're talking about.
The application will download your voicemail after they leave it, alert you, and have it readily available for listening on your phone. It shows you the name/number of who left you that voicemail, as well as quick access for calling them back/SMS/email'ing them through the menu.
The only difference is that it does not persay /save/ it as an attachable item.
I Use Youmail.com to perform similar functions.
They can email you an .mp3 of the message, you can listen to it via their web page or check it via normal voice mail checking step.
They have your redirect your VM from your service provider to them.
It works very well. They can also send you a test message of the person calling with the CallerID of the phone number they are calling from.
One of the coolest things I like it for is that you can create custom Voicemail greetings based on the CallerID of the person calling you.
I have a different message for work, my wife, and my mother.
They also don't have a limit on the number of voicemails you can retain.
Lastly, my other favorite thing is called 'ditchmail' you can assign a number to 'ditchmail'. all they get is the greeting you set up for them and it doesn't give them the opportunity to leave a message, it just hangs up after the greeting.
Youmail.com
Sorry for going on an on, I guess you can call me one of their Fan boys, I've been using them since early beta and I've really enjoyed it.
-Jon
For what it's worth, the author of Black and Whitelist posted today in the Aftermarket Software forum that an answering machine may be in the works for his software (which may change names).