Who might care? Is it even worth my time to try and report this: is there any chance of prosecution?
Who might care is a bit of a broad question because it may differ from scenario to scenario. However, in general, there may be law enforcement parties who are interested. The US government maintains a website listing resources for reporting fraud and scams. Any time you are subject to a scam or fraud attempt, it's worth taking a few seconds to review that website to help you determine if, or how, to report the incident to the authorities.
However, you've raised another important possibility: Reporting to financial institutions.
Although this will vary in some fringe cases (Assuming no actual fraud has happened in a given case, Western Union is generally not interested in simply hearing that a fraudster asked you to use them, given the "popularity" of their services among scammers being a well-established fact), in general, if a fraud attempt is based on involvement of a given financial institution, they may be very interested in knowing about it.
Some scammers are dumb, and just randomly plan their attacks. No one worries about those scammers. But many scammers are smart. They will research their targets and attempt to exploit known loopholes. These scammers can cause significant losses - not only for consumers, but for financial institutions. Even when banking regulation essentially dictates that the victim should be left on the hook (i.e. for depositing a check that bounces), it's very often the case that the institution ends up at a loss anyways (good luck recovering thousands in losses from a customer who literally has no money). And, in some cases, regulation specifically leaves the institution on the hook (i.e. if the fraud is based on exploiting check endorsement requirements that the bank doesn't implement cleanly).
For instance, scams involving remote check deposit via a mobile banking app are often targeted based on known factors that a given institution uses when processing those checks. Some institutions only visually inspect checks that fail image verification when under a certain dollar amount, so scammers may try to exploit that by running fraudulent checks under that amount. A bank being targeted as such will have a critical interest in knowing about fraud attempts, because it can allow them to change their monitoring techniques to avoid being involved in fraud.
When a bank's anti-fraud team is evaluating data they have available with the intent of setting fraud controls, it can be a challenging balance between inconveniencing "good" customers vs catching the bad guys. But, even more difficult, with a purely data-centric approach, it can be hard to weed out actual, active fraud attempts from just plain careless or stupid customers behaving in a way that looks like fraud. For this reason, being alerted of an actual fraud attempt can make a difference.
Further, bank anti-fraud teams are often networked well with other institutions, and with law enforcement. One data point may not seem like much, but when people working behind the scenes to stop fraud are able to add that data point to a larger picture, it can make an impact. Receiving relevant, fresh information on fraud attempts can certainly lead to authorities being able to prosecute criminals.
So - to make a long story short - it may be the case that a bank doesn't care about your craigslist add. For a given scam report, they may not care at all. But it may also be the case that a fraud report can make a big difference, and they will care very much. For me, personally, that chance is worth spending a few minutes of my time by collecting the data I have and reporting it to any financial institutions involved.
The best way to do that may vary by institution. Some banks will have a fraud reporting mechanism on their website. Others may not, and you can always call their customer service number. Using specific fraud reporting tools that the institution makes available is probably the best route, if they exist, because run-of-the-mill customer service reps are sometimes thrown off by things that occur very infrequently (like, how to handle someone reporting a fraud attempt).