I had a telemarketer calling for my wife over a two-day period. He'd ask for my wife by name, and then when I responded that she wasn't home, and ask if I could take a message, he'd just hang up. After a few recurrences, I could recognize his voice when he asked for her, so I switched tactics and asked if I could tell her who was calling. All he'd do is give me his first name, and hang up if I asked what he was calling about.
So, I switched gears again. The next time he called I simply said "Sure, hang on" and set the phone down in the laundry basket (my wife wasn't home). A few minutes later I picked the phone up and asked "Did she pick up yet?" and he said "no, not yet". "Oops, I'm sorry, lemme go get her" I said, and set the phone back in the basket... He didn't call back.