I remember something on TV.
This guy (we will call him john since I forgot his name) has a sister. The sister was pregnant because of her boyfriend (or ex). John's broke up with her boyfriend and some time later, the guy got drunk. He started to send threats to the John's sister. The entire family (John's mum and sis) locked everything just incase the ex did come. Well the ex came with a huge knife and started to destory everything. Luckily, John manage to hold the door (it was pretty dangerous because the ex was hacking at the door with his knife) until the police came. He also got a prize ( but that's not the point, not everybody is so lucky)
Bottom line: go to the police now because you will hae to go to them eventually. Better early then late.