internet bullying is a crime.

the police can definitely help and you may even get a hold of the FBI because he's threatening you with a cyber crime and revealing your private information/photos. this is definitely a crime and if he acts on it he can definitely be punished if you pursue prosecution.

please keep all messages/emails for proof.

the police will most definitely need proof of the crime and they will want to see how the crime progressed over a period of time. meaning the first message he threatened you with may have been something small and could be overlooked considering he was upset or having a bad day to the most recent threat of him already having made a craigslist ad and seconds away from submitting the ad to be public. this gives them a timeline and basically shows the progression of his threats and crime.

hell, it may be as simple as him receiving a phone call from the police advising him he's committing a crime and he should stop immediately to prevent prosecution.

no matter what you do you need to file the first complaint/concern so there's some kind of log or history of this crime

--i hope anything i posted here helps you in some way, good luck to you
here's a few links to help;
Internet Crime Complaint Center (IC3) | FAQ ( Internet Crime Complaint Center (IC3) | File a Complaint )
USDOJ: CRM: Computer Crime & Intellectual Property Section
FBI ? Cyber Crime