What to do about someone who cannot be reasoned with?

What should you do about someone who cannot be reasoned with about their behaviour. I say "this is hurting me, please talk with me about it" but they keep doing the same amoral behaviour. It isn't an evil behaviour, but it is destructive and scary. What is skillful and compassionate, in this context, for the laity? There's nothing I can do about how they behave, and I cannot escape them, so do I just go with it, allow myself to be mistreated? Does anything in the Buddhist canon talk about advice for destructive friends, e.g. what sort of friends to keep and what to do if a friend slips up, etc.?