What's my telephone number?

Python, 33 bytes

f=lambda n:n<2or~-n*f(n-2)+f(n-1)

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Uses the recursive formula.

Oasis, 7 6 5 bytes

àn*+1

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# to compute the nth telephone number f(n):
à      # push the telephone numbers f(n-1) and f(n-2)
 n     # push n
  *    # multiply: n * f(n-2)
   +   # add: n * f(n-2) + f(n-1)

1      # base case: f(0) = 1

cQuents, 10 bytes

=1:Z+Y($-2

1-indexed.

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Explanation

=1           first term in sequence is 1
  :          given n, output nth term in sequence (1-indexed)
             each term is
   Z+                     (n-1) term +
     Y                                 (n-2) term *    
      ($-2                                          (index - 2)