I get a private caller on my cell phone. I want to know his name and number... is there anyway I can find out other then going to the police? I called T-mobile they said they see the same thing as me unknown number and there is nothing they can do.

They are right, sorry to say: nothing you can do.. . tis just one of those things.

If I were to go to the police what would they do? Would they tell me the persons name and number and let me go on my way or do they keep that stuff to themselves?

They don't even have that info themselves. If there's a crime involved, report it and the proper authority will deal with it... but even then, they may or may not give you the info.

How do I find out the number of a private caller?

Have you tried... answering the phone?

Nope ;)

Yeah, they don't say a damn thing.

There is no way to find out, the caller is blocking it from his side.

Next if there is a crime going report it, they can trace the calls ( no they don't tell you) but will investigate it