http://hereandnow.wbur.org/2014/10/21/exploding-airbag-recall said Mazda 3 (2009) is among the models affected by the recent recall for possible airbag explosion issue. I called my maintainance company and they said I don't have a recall. Should I believe them? How to find out if my model is affected or not?
The recall is not specific to certain models, it's specific to specific production runs of cars which were built using the defective components.
To find out if your specific car has any recalls currently, you can use the Mazda web site to look for your vehicle's VIN. The VIN should be on your car's registration, and can also be found below the driver side corner of the windshield.
Your maintenance company probably used this tool to check the status of your car.