I found a most interesting option in Yahoo mail. It is 'Block Addresses' and it appears to have been there for a while. It has been activated and one whole domain has been blocked at this time. It will be interesting to see what it does to the volume of spam which is coming in.
The one domain that is there right now is SOHU. It appears to be a Chinese site and their emails are quite annoying as they use the ugliest fonts and sizes.