Here is a list of links you can use to opt out of unsolicited phone calls and direct mailings (In the USA):

• FTC Consumer Alert: Unsolicited Mail, Telemarketing and Email: Where to Go to “Just Say No”
• National Do Not Call Registry
• Direct Mail/Snail Mail junk mail: DMAChoice
• Opt-out of “Preapproved” credit offers: OptOutPrescreen.com