Microsoft is working on adding native call and SMS blocking capability to the Windows 10 Mobile platform. This was revealed by a leaked set of screenshots that show an app named ID & Filter offering the aforementioned functionality. "ID & Filter provides info about numbers known to send spam, and shows caller ID info about businesses who contact you," says the app description. ID & Filter also allows you to block calls from a specific category of business, such as advertising, real estate, couriers, finance, and taxi. There's currently no information on when the app will be released...
Source: http://www.gsmarena.com/leak_reveals_native_call_and_sms_blocking_feature_in_the_works_for_windows_10_mobile-news-18324.php