These dingbats also have been phoning me for 6 months now with the same Cancun crap. I live in Winnipeg and don't subscribe to caller ID so foreknowledge of the call is not possible. I traced their number to Michigan, called the number using *67 and received a recorded message asking if I wanted to accept their offer or be removed from their call list.
Like with email spam, responding can set you up for even more harrassment because they now know their advertising campaign has reached you! So, I decided to hang up without pressing anything.
They get your number from either a bulk list or the dialing program is set up to dial random numbers in a specified area code. I am going to look into getting a one time purchase device which blocks out any number you program into it. The local telephone company doesn't offer this service at this time - unfortunately.