LOL, beyond snarky replies, some people string scammers along and end up getting them to waltz their way into the hands of the authorities, waste (relatively) large amounts of their own cash, or humiliate themselves. It is called "scam-baiting".
http://www.419baiter.com/
http://419eater.com/
Ya beat me to it. A couple more sites.
http://www.ebolamonkeyman.com
http://www.scamorama.com