They are located in India or Pakistan. Old scam. Been around for a while. Being overseas in a 3rd World country they are beyond the reach of US law. Call blocker is your best bet and do not pick up on calls you do not recognize. These people usually have some financial and personal information on you. They tend to pick on women, single mothers, the elderly and members of the immigrant community.
You cannot be polite with these people. You have to get rough with them. Let them know in no uncertain terms that you recognize the scam and you are reporting them.
Invest in a call blocker and do not pick up on calls you do not recognize. They are looking for vulnerable victims and if you talk to them they may sense a vulnerability on your part and hammer you with still more calls.
Report them here: http://www.stopfraud.gov/report.html
That's one of the signature behaviors of the Indian/Pakistani scammer. They are so angry you won't fall for their stupid scam, that they threaten to call you every day. Call blocker is your best bet.