there might if your carriers says they cant/wont but nothing would work better then them doing it for your, i know with Rogers in Canada they tell me they can change my number but thats all the help they were, AT&T might be different. Like others said there is cydia apps that supposely do it, i never heard of a non jailbroken app that offers that service
AT&T offers a paid service called SmartLimits, its cost $4.99 a mos. What it does is it sends the specified numbers straight to the voice mail. I was able to get a 2mos free service, but then Iam screwed.