All hardware serial modems, some usb modems and Intel 536ep chipset based (internal softmodems),
Intel 536ep modems work fine with 2.4.26 and 2.6.7 vanilla kernels. Newer kernels do not allow some kind of modules operations such proprietary modules loading and compiling.
Drivers for Intel modems are availible for free on Intel website.
Serial modems do not require drivers, just some configurations.
Usb modems can cause an awful headache.