If it's gossip - especially mean gossip - "Really? Who told you that?" Often, when I ask for a source, the conversation dies. "Really? Let's go ask him/her about that." also kills the conversation.
When I worked, it seemed that I had a reputation for not spreading rumors, gossiping. I was amazed at how many people would come to talk to me and preface their conversation with, "I know that you won't tell anyone what i tell you..." and then spill their guts about something personal that was bothering them. Most of them didn't want advice, just a trusted, non-judgmental ear.
Lucky for me and them, I never heard anything criminal from any one of them.