This was one of the features that I badly missed on my windows phone. Now with the latest update for Windows Phone I do see this feature in my settings… (See screenshot)
To block a number, please open your call log/history, long press on the number that you want to block, you should get the following pop up.
After which you’ll see the following message box, once you confirm the number get’s blocked.
Same way for SMS, open up message list and long press on an SMS, you’ll get similar options. You’re good to go.
To unblock, follow these steps: goto Settings->call + SMS filter->”Blocked number”, blocked numbers will be listed, click on “Select” and then ‘check’ the number you wish to unblock, press ‘Unblock’. The number is now unblocked.
Hope this feature works well, no more spam calls.