Have you tried suspending there accounts by editing the persons profile, they then only have limited access to the forum.
Also if they change IP address, is it within the same range, as you can ban IP ranges.
For example if they are using the IPs:-
200.200.200.1
200.200.300.2
You could ban the whole IP range using:-
299.200.*
If you have email activation enabled then you can also ban entire email domains, so if they are using hotmail, or their own domain like myDomain.com you can ban these using:-
*@hotmail.com
*@mydomain.com
Banning hotmail and other free email services is a good idea anyway, I do it on this site as emails sent from web sites tend to not get to free email accounts anyway.