What can I do about Game Modders?

I've been playing Red Dead Redemption online for a while now. I've been working hard to get good, to get fast, and now all of a sudden there are people who have modded controllers, which turn regular rifles and revolvers into machine guns, and have even modded themselves so that they can't be killed. I've seen people shoot through walls, climb walls where there were no ladders and even walk on air between rooftops. I can't take it anymore; modders are ruining the online world in which I play, and have certainly removed all the fun. I block the modders I come across, but it doesn't matter; for every one I block, it seems two more show up. What can I do about this? Is there anything at all that can be done?