Here in Denmark there is no block list, but you have to explicitly opt-in to receiving telemarketing calls. By default, it's illegal to call you.

I never opt-in to anything. If I do get a call, I usually ask for the callers employee name and employee ID, their supervisors name and employee ID and the name of the company. Then I point out that it is illegal to call me and ask for them to get my name off their list.

It's been years since I've gotten any sort of telemarketing or survey call.