I wish there were a way to do this on the Lumia smart phones! Seems simple. My Samsung Evergreen simple texting phone could do it, but my fancy 920 can't... ATT does have the same thing in their parental control package for 4.99/month. I do tend to get repeat calls occasionally from the same junk numbers (today it's happened twice), so it did work for me. I really wish this could be done in the Lumias! In my Evergreen, all I had to do was view the recent missed calls, select the number, go to options, add to block list, and boom; done! In fact, when I got this phone and asked the ATT rep if it had this because my old phone did, they had me show them how to do it on my old phone and were amazed!
Can't even use TouchDevelop to take action upon a call receipt to try to handle this, which is probably why there's only one app in the store when you search for call blocking, and it has like 1.5 stars. They tout that WP is supposed to be so customizable, but it really isn't for what I want to customize. I love some features of the WP but others, like this issue and the poor functionality of Excel Mobile, really frustrate me. Not enough to make me switch... i'm in for 2 years anyway ! And besides that I got the 920 for the camera primarily. The image stability sold the 920 for Nokia in my case!
If someone does develop a good blocker, they have a ready market, for sure!