Hang up, or, if a message is left, DONT call back....
I cannot tell you how many times I have gone to someones house who got the famous YOU WON THE NIGERIAN LOTTERY call!! They fall for it, and agree to meet someone to pay them the $5000 taxes!!! They seriously believe they won. So, my first question to them is "where did you enter this lottery." Usually I get a confused, blank stare. Next, "do you think the country of Nigeria has people in our city collecting money for them" Again that look...Then, just for good measure, I call them back, tell them who I am, and that I am looking forward to meeting them..I usually get a TON of profanity, followed by them demanding to let me talk to the victim, er, winner....I then ask the person who "won" if Publishers Clearing House would swear at them
Usually that seals the deal...BUT, every now and then, that person, after I leave, hands over a cashiers check for money to a couple of thugs that show up...

Then they call back asking what they can do...Nothing now...You just gambled $5000 and lost...