Get your number unlisted and unpublished. That way, it isn't available through directory assistance. If you get calls on your cell, block the number if possible.
If the calls persist, keep a log of the times and dates when they call. For obscene or threatening calls, a trip to the sporting goods section may stop the calls. Get a real, metal coach's whistle. At the first word, blow the whistle into the phone at full volume. That works. Caller ID is, of course, a great thing to have, and even if they block the number, make a habit of not answering "unknown name" calls.
If the caller is openly threatening, hang up and call the police and the phone company so they can put a trace on the number. This was much easier in the days before cell phones, but harassing calls can still be stopped.