It depends on your carrier, but yes, you can. Not from your phone: you will probably have to call your service provider and have an operator/CSR block the number manually. But it is definitely possible.
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If you have a Blackberry, you can use a program called Efficient Call Blocker that BerryWAV had made recently. This program will block numbers that you specify and let you make the other party hear...
it depends on your phone... some phones don't do it; ask your supplier :)
If you have a Verizon Wireless phone, you can get "Do Not Disturb." It will let you block various cell phone numbers,...