Okay, so I'll add my opinion here. I have had a similar problem before, not from a married man, but once from someone I went on two dates with and another time from someone that I refused to date.

In both cases, I took the easy way out. When I would answer the phone and then realize that it was the harassing person on the other end of the line, I would hang up immediately. I wouldn't let them hear my voice beyond "hello". If I answered and no one said anything on the other end, I would also hang up immediately.

This worked to get rid of about 95% of the calls from these people within a month.

I would urge you to act in the direction of disengaging yourself from this situation. That means no contact with his wife. That could be potentially dangerous for you. It also will not look good if you later decide to or need to get the police involved.

So far your actions have been very good as far as showing that you are trying to discourage contact with him. Moving and changing your gym means you put some effort into getting this guy out of your life.

If you want to, before you start just hanging up on him, you could talk to him one last time and say something like "This is the last time I'm going to speak to you. Do not call me again. If you do call again, I will be keeping a record of the calls and will contact the police to find out how to handle this. Goodbye." and hang up. Don't let him have a "side" in the conversation. If he starts talking, talk over him and finish what you have to say then hang up. It's better to keep your voice matter-of-fact - no anger.

Make a note of the time and date of that conversation and of what you said and of what he said, if anything. You can make a screen capture of the call record if he's calling you on your mobile phone.

If he calls again, just say nothing and hang up. No feedback will be enough to discourage most people. If it doesn't work, then you will probably have to talk to the police for advice.

As far as whether you contact the police now, that's up to you. If you are feeling threatened or very stressed by the calls, it might be helpful to call them. On the non-emergency number, of course. Whether you feel less stressed afterwards depends on how the interaction with the police goes.

I talked to the police once about a guy that I had spoken to one time on the bus who started showing up at my door. My apartment is near a bus stop, and he watched to find out where I lived. The police didn't act like I was wasting their time, and they gave me good advice.

I'm including a link for telephone harassment statues for each state. If your situation doesn't fit your state's laws, I wouldn't worry about it. That just means that the guy's behavior may be classified as stalking via telephone.

Good luck to you. I hope you get the calls to stop.