If the fax came from a local or toll-free fax number, and your fax machine allows continuous feed, here's one thing that will make them sit up and take notice:
1. Tape a few sheets of paper together to make a long strip, and feed it into my fax machine.
2. Add an appropriately rude reply message, or better yet, use black, paper.
3. Start sending and once the leading edge comes through, tape the it to the trailing end of the strip.
Let it run for an hour or so. The spammer will receive a continuous fax that will eat his paper supply. If you include enough black area, it will also use up his fax supplies -- toner or ink for a laser or ink for an inkjet -- or burn out his print head on a thermal print head.
I've done this to fax spammers a couple of times. It works even better if you can do it at night when there may be no one at the spammer's end to notice what is happening.
< Update >
Looks like others had similar ideas while I was posting. The continuous loop idea is a good addition to this because it keeps running, and running, and running (like an Energizer bunny).
