Here in Canada we have 'caller ID' and 'call block' - Bell provides these services - they should be available in the U.S. I suggest you call your phone company and subscribe to these and block this caller - it's very easy. Since these services have been out, I find harassing calls happen much less.
If the person calls again, hang up immediately and don't let them talk or ask you questions. The next tip is never show fear. People who do this are rarely a problem in real life. When you show you're not scared and just laugh it off, they'll stop calling because it's not fun for them anymore. Sorry this is happening and try these tips.