When you say "it", I imagine that the call consisted only of a recorded message.
If so, this is a breach of privacy regulations, whether or not you are registered with the Telephone Preference Service. All recorded message marketing calls are illegal, unless specific consent to receive this particular type of communication has been given.
Breaches should be reported to the Information Commissioner's Office using
this form.
If the company involved does not have a presence in the UK or the EU (it does not matter if the call was made from overseas) then no action can be taken, other than blocking all calls from the lawless US to the UK!