I followed the advice of the person right above me (call the number back, ask to be removed) and it was done... We'll see if I get any calls in the future... As a general rule, never give them your email or phone number. I don't have much faith my phone number will be removed from their list and even less faith I'll ever be removed from their email spam list (I've unsubscribed 10-15 times)...
Although sometime pushy, they do offer me free tickets to go see fun comedians. For me it's a small price to pay. I've laughed my [***] off many times with free tickets.