If he is verbally threatening you, that is verbal assault, and it is a felony. Report him to the police again.
Someone else brought up the point about a hostile work environment. It is your company's legal responsibility to provide a safe work environment for you. Point that out to your boss (use the words hostile work environment) and if they still don't understand the gravity of the situation, go to Human Resources or someone above their head. Its pretty simple. If you point out that you don't feel safe and they do nothing to fix the problem, you have grounds for a lawsuit...and a pretty serious one, at that.