You can't add a number out of the blue you need to go into your call history and Tao and hold on the offending number or add it to your contacts and select the block number option.
Sent from my Windows Phone
It does not seem to work of you use the Verizon sanctioned updates to Windows Phone 8 I think the feature is intentionally blocked on their network. I noticed as soon as I did the preview for developers on my Lumia 928 which all but confirms that this is true unless someone from the carrier ever leaks the fact we will never have "The Smoking Gun" that it's a fact. Keep in mind you will have to join the developer program and pay $19/year for an individual account. Keep in mind that Verizon will void your warranty if you send your phone in with the beta software so you will have to have it serviced by Microsoft or get a Square Trade warranty for your device so weigh the pros and cons carefully before deciding whether or not to do it!
Sent from my Windows Phoned
I have Lumia 822 and "call + SMS filter" was fixed when I contacted Nokia who had me do the following:
Intall "Lumia System Updater"-inside this app go to....
Install system app "Extras+Info" (this pushes the updates)
Under your phone Settings-"call+SMS filter" is now ready for setup
This App will allow you to block every and any combination of numbers that call you
Yes, even block 1234, 000-000-0000, 1234567897512, Private, unknown, etc.
My husband was receiving over 13 calls a day....now they only get to ring his phone ONCE and then BLOCKED!
Best part, IT IS FREE!
Contrary to what some have said, Verizon is NOT stopping or Blocking this App from their customers