This reminds me of grad school in Philly, when I began receiving calls from some lady in Northern Liberties asking for Gary. She did this about 2-3 times a DAY for about a month. Each time I explained that I was not Gary, had never been Gary, and was probably not likely to be Gary the next time she called. She would invariably apologize and hang up. AND CALL AGAIN ABOUT 3 HOURS LATER.
This was long ago, in the days before cell phones and caller ID.
I have no idea what to do about your problem, except to change your number or block the unknown caller (á la Willie's suggestion above).