The #1 Reason as to why a Spammer spams your WordPress site, is to get recognition... One form of recognition is, your public response to their Spam. If you make any kind of comment about the spam you received, your site will get more spam.
When you get Spam on your WordPress site, just delete it and ignore it. Don't even mention it online. Don't even mention that you're frustrated at spam, online, not even in WordPress.org's forum.
Most Spammers wait for your reaction. If you make a reaction, they will spam your site more.
Spam bots. Another kind of menace. Most will just spam your site, while some will look for your reaction to the spam posted.
Also, never click on the link included in the Spam. Doing so, will allow the Spammer or the Spam Bot to know that they can spam your site more often.
Don't respond to threats. If you get a threat, saying you must do something to be removed from their spamming list, don't do it. Don't even tell others, online about the threat. If you really want to tell the threat to others, wait 14 days to do it, and falsify the date and time the threat was received.
Overall, if you really want to respond to spam, then go outside and scream as loud as you can. You'll probably feel much better afterwards.
This is a tip to all WordPress site owners. Or to all bloggers for that matter.