What can I do against a company that keeps email advertising me without consent?

A large discount/warehouse retailer keeps sending me advertising emails and I've repeatedly asked to be removed from the email list to no avail. The company says I am unsubscribed but I keep receiving emails. This has been going on for months. Is there a way I can economically seek damages for this?
i've already used the email unsubscribe option and they keep sending emails.

Most email programs have a block sender option.