What is required of you to tell a business or sales person not to call you anymore?

I've had it happen a few times. Someone calls me, I'm guessing a robot really calls and you get transferred to a real person when the robot sees someone actually picked up. I've told them not to call anymore. They ask for my number so they can remove it from their list. I tell them I'm not required to give you my number to be removed. You are the ones that called me and should keep records and know who you're talking to. They say they can't remove me without me giving them my number. Legally, shouldn't I be allowed just to tell them not to call anymore without giving them my number and they shouldn't call back?