Hang up as soon as you realize the nature of the call. Do not try to find out who the caller is, even if you think it is a friend playing a joke.
Use your answering machine to screen calls. You can also record an obscene phone call with the memo feature on some answering machines.
If the calls occur frequently, keep a log of exactly when the call was received and what both parties said. Describe the type of voice and note any background noises.
Consider changing your phone number and depersonalizing your answering machine message.
Consider purchasing a machine that requires an access code before your phone will ring.