I usually try to figure out if the request is because that person can't do it by himself/herself and it's not part of the general job that person is responsible for or if it's simple because if I do it then he/she doesn't have to do it.

The former cases I usually try to help them out. The latter: no.

As an example we have two groups in our company that belong to different divisions, both groups capable of accessing the same data.

I don't see any valid reason for doing reports for the other division on a Friday afternoon seeing the other group leaving early at the same time (actually happened more than once). One common reply from the folks requesting the report is something along "I get it faster from you folks than from my own group".

I started to send those folks to my boss requesting my support. Most of the time they didn't show up on his desk...

It's a very thin line between being called "unwilling to help" and becoming everybody's "report slave".