For text messages: forwarding any text message spam you get to the short code “7726,” which spells “spam” on most phones, to alert your network operator to the abuse. ATT won't accept 7726 But they will accept BLOCK and return a message that the web site is blocked. forward the texts to 7726 or BLOCK, depending on your phone carrier.
http://www.att.com/esupport/article.jsp?sid=KB115812