If you receive a marketing call without your prior consent, and you want to compliant about it, please save the number.
For the US, you may submit your complaint at the FTC website. They will manage for you problems with unwanted telemarketing, text, or spam, identity theft, etc.
In the UK, you may submit your complaint to the Information Commissioners Office. They can make sure that the callers will be punished, and they will assist you with Internet search results, use of cookies, privacy complaints etc.
In Australia, you need to visit OAIC website, in order to resolved your complaint.