File reports with your local PD as well, and contact the FBI itself as well since he's impersonating a officer, even impersonating a FBI officer - doesn't matter, its all illegal though I'd think federal charges would be more then say state providing they can locate and catch him.  

So calm down, this is a well known scam at this point, is he trying to extort money from you?  I'm betting yes to that..

FBI Extortion scam:
http://www.deadiversion.usdoj.gov/pubs/pressreleases/extortion_scam.htm

Please do file reports with the FBI, your state attorney general and Department Of Justice,FTC & FCC..

http://www.ic3.gov/default.aspx
http://www.fbi.gov/
https://www.ftccomplaintassistant.gov/
https://esupport.fcc.gov/ccmsforms/form1088.action