For those of you who don't have a Macy's account or don't owe them anything here is what I did. I kept getting calls from Macy's and I don't have nor ever had a Macy's account and don't shop there so I filed a complaint with the Consumer Financial Protection Bureau. The calls got stopped and I got a letter from Macy's Executive Office saying my number was entered in error and that I shouldn't receive anymore calls. Here is the link to submit a complaint https://www.consumerfinance.gov/complaint/ this is a government web site and it worked!
Got 6 calls from them in the past 2 days. No messages. Called them back, and was disconnected. Then called them again and was told that if I wanted my number off their list I needed to give my name and other info. I gave my phone number only and asked to have it removed from the list but she said not unless I give my name. I did not. She said it's Macy's and Bloomingdales credit dept. I told her then I am canceling my Macy's card!