I'm currently part of an online game trading forum, and they was wondering if there is a well maintained blacklist to help block IPs of proxies and VPNs to help keep the number of scammers down from the site. Any ideas on what could be done?

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first thoughts

I don't know of any blacklists for that sorta stuff ('cause I've never looked), but first thing that comes to my mind (if all else fails) is like many IRCd's do... have a small script/program that attempts to connect to the client IP on several known proxy/VPN ports, if any answer like a proxy/VPN server, block their connection and add it to your own internal blacklist or such.
If you use a method like that, I'd probably do a timestamp w/ each blacklist entry so the entries can "time out" after so many days or something.