>> Can't we report this to AT&T or a government agency somewhere <<
Yes, if it is truly a scam, you can google for a list of (mostly government) sites were you can report those scams, or learn more about them.
http://goo.gl/8aFOJk
However, it might be quicker to buy a call blocking device or app... you can google for that too!
You are probably being called by foreign, or domestic criminals faking their phone number. (1) Do not answer numbers you do not know (2) Do not call back numbers you do not know (Look them up first) (3) If you MUST take the call, hang up right away if it's someone you do not want to talk to. Please think of your phone as you would your house, or car. Protect it. Invest in a call blocking app for a cell phone, blocking device for a landline.
We get these calls too. Found this website for them but did not call because I cannot tell if it is a real company.
http://www.digitalspeed.com/index.htm
Theses guys are trying to send faxes at 5am in the mornig waking up the whole family.
I don't know what they are going. Everything on their homepage is currently under construction.