This is completely illegal, and you can report them to the FTC, your state Attorney General, and the state AG for the "home state" of Unicorn. There's a great bit of information about this issue at the FTC.gov website. You might also try recording several of their phone calls, then playing them back for their local police. (Be sure you advise them that you are recording the call, and check whether recording telephone calls is legal in your state.)
Meanwhile, suggest strongly that you check your credit reports, because if they'll break the law this way, they will break it many other ways, too.