In America at least, we put up with it. And who in their right mind would make themselves a social outcast by joining the KKK? They defeat themselves.
I'm much more bothered by people who think that these groups should be banned or somehow censored.
After we've seen what can happen to people like Brigitte Bardot, no one is suggesting making what they do "illegal".
However, when you have a group of people who think one of Hitler's minions was "a hero", you can call attention to why they & their little celebration is very "uncool"!