I think Pantonvich's recommendations are a more likely solution than an Arduino-based one.
To capture arbitrary MAC addresses you'd need to be able to put the Ethernet card into promiscuous mode and parse the raw packers in your application yourself.
I'm not aware of any WiFi adapters for the Arduino that can do that. The RN-XV definitely can't; it goes so far out of its way to shield you from the lower protocols that you can't even use it to receive arbitrary UDP or multicast packets.