The Do Not Call list does work. It stops the legitimate telemarketers. https://www.donotcall.gov/
The illegal telemarketers/scammers are criminals who ignore the Do Not Call List. To stop them use a call blocking device/phone (or call blocking app for your smart phone). It will also stop those groups that are exempt from the DNC List. They're available online and start around $50 or so. http://800notes.com/nb/search?q=call+blockers
Also take a look at this: http://www.wikihow.com/Block-a-Call
Do not answer unknown calls and do not call them back.