I received a phone call from this number late last night at 9pm.  They were on the phone and do not identify themselves, did not talk, just listened on the other line.  I hung up.  I immediately returned the call. It rang and eventually someone hung up the line. I am reporting this.  

i want to know who is calling

Caller ID is out of area and the call was received late in the evening (8:06PM), on 12/29/14.  First call, from this number, however, I'm sure these scammers have called using other numbers, in the past.

That's because a robot (computer / bot / auto-dialer, call it what you will) dials the numbers. It dials many numbers at once. The first one that picks up gets connected. In your case, someone else picked up after two rings. This way the jerks can place tens of thousands of calls an hour. Ain't modern technology great?

"Is there anything we can do?"
Get a phone with a PBX system. This way, you and your family members get an extension number. If the caller doesn't know your extension number, they don't get through. Tell everyone who you do want to talk to your extension number. For those you may have forgotten, you can make a directory where the caller can spell out your name to get through and almost no telemarketer will do this. A determined scammer might though.