How to use "reply all" to get off a spam mailing list

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The person who did this makes this point, to emphasize that he wasn't being arbitrarily malicious:

"I got on their spam list by buying a car. I asked several times to be removed from the list, and I was very polite about it. But they ignored me. It was easy enough to filter their mail directly into my junk folder, but on some deep psychological level it bothered me that they ignored my requests to get off of their list.

This is the message that finally made it happen. The message I replied to here was the last message I ever got from them."