Junk faxes are illegal in the US and many other countries. Here's how you can take legal action against junk faxers in the US.

1. File a complaint with Federal Communications Commission (FCC), which levies fines against junk faxers based on complaints they receive. Their website has a generic online complaint form, but for best results mail a physical copy of the offending fax along with a cover letter like this one.
2. File a complaint with the Attorney General of your state. State AGs have authority under federal law to sue junk faxers. Some states have additional statutory powers. You can send a complaint letter similar or identitical to the FCC one above. To find out your AG's address, refer to this list from Yahoo.
3. Further escalation requires identifying the sender. Their name and address may be obvious from the fax, but it will probably require some sleuthing because most junk faxes provide only a phone number or web site. (Asking them where to mail payment sometimes works.)
4. With the junk faxer's address you can file a complaint with the Attorney General of their state. You might also want to send a copy of any complaints to the junk faxer; there's a chance it might make them decide to stop, and it may help your case if you decide to sue them.
5. You can send the faxer a demand letter proposing settlement, typically for less than the statutory damages of $500-1500 per fax. For more on demand letters, see other sites such as Nolo Press, Junkfax.org, or Consumer Watchdog.
6. After the faxer fails to settle, you can sue them in small claims court.
7. Some cases are not eligible for small claims, and would have to be brought in a superior court, as explained in the sites above.

For advice consult an attorney; nothing in this posting should be taken as legal advice.

Several exemptions in the law about telemarketing calls don't apply to junk faxes. It doesn't matter whether the junk fax is sent to a business or residential number. Even if the junk fax includes information on how to stop further faxes, it's still illegal. The FCC does claim that an existing business relationship with the company implies you have consented to receive their junk faxess unless you explicity tell them otherwise. And only commercial solicitations are covered by the law; religious and political messages are not.