I employ one of two strategies. Either I answer with “911. What’s the location of your emergency?” or similar. If it’s a live person calling it usually gets them nice and confused. I then get to yell at them for calling an emergency line. My favorite was the guy I talked to when I pretended to be “Shepard Sharp, deputy director of the NSA”. “How did you get this unlisted number? Where are you located, we are dispatching a team to your location now.” This person seemed to believe me.
The second and more common is to simply ask for their company name, their name and employee number, and their boss’s name. By the time I get to the third question they hang up and often don’t call back again. In my state you can sue for unwanted cell phone calls and the max you can get is something like $1200/call, which I am happy to inform them of. No clue how to actually do this but if someone automates the process of filing a suit, I will split the profits :)