First, The number calling in may be spoofed, the call coming directly from a computer. I have gotten calls showing my own number. The "possible spam" or "illegal Spam" attachment comes from your phone carrier, as they have been using software to try and filter based on certain protocols. The spam warnings vary based on the carrier.
I got a call blocker box from a catalog. It comes with around 4,000 pre-blocked numbers, and I can add 1500 more.. I have had it for a year, and for the investment ( something like $40) it's really cut down spam calls by around 80%- but that is after a month of hitting the block button. It stores numbers you have blocked, and you can review on a display. You can also unblock in case you make a mistake.
There are a bunch of different types and prices. Unfortunately they are for land lines only.