Be polite but scare the crap out of them.
My solution which has worked with 100% efficiency so far :
Them : Hello, Mr Person, I am calling from ....
Me : How did you get this number? This number is unlisted and is part of the Witness Relocation Program. Please hold the line for 30 seconds caller while we trace this call and verify that the location you are ringing from is on the list of allowed contacters and dispatch law enforcement officers to your location if it is not
I usually dont get to the end of my spiel before they have hung up.