Katherine, go to the FCC website and find the Do Not Call list page that tells you how to report callers like this. However, note that it is very hard for them to stop scammers like these, who may be spoofing their caller ID and routing their calls from outside of US, beyond the reach of our law enforcement agencies.
If a caller is legitimate, they'll leave a number and a message and they won't keep calling.
If the caller is a scammer, then the number may be spoofed, so if you do reach someone, it may be an innocent party or it might be a non-working number.
If the caller is a scammer and you do get a real phone number, then all you are doing is confirming that they reached a valid number - and they'll sell your number to other scammers.