Many ISP's, if you're using their web mail, allow you to mark the message as junk mail so others wont get it. Eventually if/when enough people report something, you'll stop getting the bulk of it.
Also a good number of the banks and ebay and so forth have a security department you can forward messages to. I find that I'm person number 25,984 that sent it to them, however.
Apparently the banks and other businesses dont really have much motivation to 'catch' them...its not their problem!
One of the major banks around here is now trying to get their customers to pay them an annual fee to "protect" them from identify theft and theft of their money. My dad was with that bank. When he closed his account and they asked him why, he said it was because they obviously werent protecting him or his assets, hence the new pay-for service. He'd go with a bank that made an effort to do that regardless...