I have a passive-aggressive response. I let the Chinese police take care of the spammers for me. When I get spam in Chinese, I reply:
Thank you for sending me the encoded message about how you are planning to overthrow the Chinese government and assassinate top communist party officials.
P.S. Mao sucks.
I originally wrote this few months ago. A friend commented on Facebook how annoyed she is by Chinese spam that is not even in English. I put it here as a public service.