People seem to have varying success, but I find that any even semi-legitimate companies will stop calling if you answer and ask to be put on their do not call list.
It can be necessary to talk over their opening spiel.
This is in the US for a number that is already on the national do not call list (which has lots of exceptions); I don't make threats or argue or anything sophisticated, just "Please put this number on your do not call list." Then hang up.