Depends what level you are. If you replied to an advertisement then I wouldn't bother phoning. 3 things can happen.
1. You get a call back because you're suitable.
2. Your CV doesn't represent you properly, so you need to write a better CV.
3. You're suitable for the role but the recruiter hasn't called you back. Not the kind of recruiter you want to be dealing with.
If you have sent a CV to a recruiter who has been referred to you, then yes, give them a call.