Take note of who they are, resolve to never do business with them even if they do offer something they'll sell to CA (or NY or wherever) and move on with life. Not worth your trouble.
Better yet, find something you want to sell (a magazine would be a good choice), put it up on GB with a notice "if you have posted an ad stating 'no sales to CA' or anything similar, you can't buy this" and watch the fun. I did it on Arfcom and some of the comments were quite amusing.
I'm retired. That's right, retired. I don't want to hear about the cop who stopped you today or how you didn't think you should get a ticket. That just makes me grumpy!