At my church, my friend got bullied a lot. And by that, I mean A LOT.
Her parents couldn't do anything about it as they ha no true evidence that their child was getting bullied (they were in the church choir, so they had to stay and practise), apart from my words, but did anyone ever believe me? No, of course not. My friend just kept ignoring them, as well as me, but they didn't go away, they just bullied her even harder. (Yeah, what a great church we went to. -_-)
One day, when I was in the toilet and she was waiting outside for me, this guy came from behind her back and threw her down on the floor, almost about to beat her up when I came out from the toilet. One hell of a beating from me later, no one ever bothered us again.
There are different types of bullies, people - the ones who get bored when they're ignored and the ones who get angry when ignored. Make sure you figure out which one of the two they are before you do anything.